کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
696321 | 890332 | 2012 | 12 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Stochastic receding horizon control with output feedback and bounded controls Stochastic receding horizon control with output feedback and bounded controls](/preview/png/696321.png)
We study the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and incomplete state information. Given a suitable choice of causal control policies, we first present a slight extension of the Kalman filter to estimate the state optimally in mean-square sense. We then show how to augment the underlying optimization problem with a negative drift-like constraint, yielding a second-order cone program to be solved periodically online. We prove that the receding horizon implementation of the resulting control policies renders the state of the overall system mean-square bounded under mild assumptions. We also discuss how some quantities required by the finite-horizon optimization problem can be computed off-line, thus reducing the on-line computation.
Journal: Automatica - Volume 48, Issue 1, January 2012, Pages 77–88