کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
752129 | 1462322 | 2014 | 9 صفحه PDF | دانلود رایگان |
In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, a particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state constraints. Due to the nature of the dynamical system and the constraints, we consider a one-step receding horizon. Using inverse cumulative distribution function, we convert the probabilistic state constraints to deterministic constraints, and obtain a tractable deterministic receding horizon control problem. We consider the receding horizon control law to have a linear state-feedback and an admissible offset term. We ensure mean square boundedness of the state variable via solving linear matrix inequalities off-line, and solve the receding horizon control problem on-line with control offset terms. We illustrate the overall approach applied on a macroeconomic system.
Journal: Systems & Control Letters - Volume 74, December 2014, Pages 81–89