کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
696006 890320 2014 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic model predictive control for constrained discrete-time Markovian switching systems
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Stochastic model predictive control for constrained discrete-time Markovian switching systems
چکیده انگلیسی

In this paper we study constrained stochastic optimal control problems for Markovian switching systems, an extension of Markovian jump linear systems (MJLS), where the subsystems are allowed to be nonlinear. We develop appropriate notions of invariance and stability for such systems and provide terminal conditions for stochastic model predictive control (SMPC) that guarantee mean-square stability and robust constraint fulfillment of the Markovian switching system in closed-loop with the SMPC law under very weak assumptions. In the special but important case of constrained MJLS we present an algorithm for computing explicitly the SMPC control law off-line, that combines dynamic programming with parametric piecewise quadratic optimization.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 50, Issue 10, October 2014, Pages 2504–2514
نویسندگان
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