کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
756570 | 1462336 | 2009 | 7 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Probabilistic tubes in linear stochastic model predictive control Probabilistic tubes in linear stochastic model predictive control](/preview/png/756570.png)
This paper considers constrained control of linear systems with additive and multiplicative stochastic uncertainty and linear input/state constraints. Both hard and soft constraints are considered, and bounds are imposed on the probability of soft constraint violation. Assuming the plant parameters to be finitely supported, a method of constraint handling is proposed in which a sequence of tubes, corresponding to a sequence of confidence levels on the predicted future plant state, is constructed online around nominal state trajectories. A set of linear constraints is derived by imposing bounds on the probability of constraint violation at each point on an infinite prediction horizon through constraints on one-step-ahead predictions. A guarantee of the recursive feasibility of the online optimization ensures that the closed loop system trajectories satisfy both the hard and probabilistic soft constraints. The approach is illustrated by a numerical example.
Journal: Systems & Control Letters - Volume 58, Issues 10–11, October–November 2009, Pages 747–753