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In this work, we address the output--feedback control problem for nonlinearsystems under bounded disturbances using a moving horizon approach. Thecontroller is posed as an optimization-based problem that simultaneouslyestimates the state trajectory and computes future control inputs. It minimizesa criterion that involves finite forward and backward horizon with respect theunknown initial state, measurement noises and control input variables and it ismaximized with respect the unknown future disturbances. Although simultaneousstate estimation and control approaches are already available in theliterature, the novelty of this work relies on linking the lengths of theforward and backward windows with the closed-loop stability, assumingdetectability and decoding sufficient conditions to assure systemstabilizability. Simulation examples are carried out to compare the performanceof simultaneous and independent estimation and control approaches as well as toshow the effects of simultaneously solving the control and estimation problems.

Simultaneous state estimation and control for nonlinear systems subject to bounded disturbances