التفاصيل البيبلوغرافية
| العنوان: |
Stochastic MPC framework for controlling the average constraint violation |
| المؤلفون: |
Milan Korda, Ravi Gondhalekar, Frauke Oldewurtel, Colin N. Jones |
| المساهمون: |
The Pennsylvania State University CiteSeerX Archives |
| سنة النشر: |
2013 |
| المجموعة: |
CiteSeerX |
| الوصف: |
This paper considers linear discrete-time systems with additive, bounded, disturbances subject to hard control input bounds and a stochastic constraint on the amount of state-constraint violation averaged over time. The amount of violations is quantified by a loss function and the averaging can be weighted, corresponding to exponential forgetting of past violations. The freedom in the choice of the loss function makes this formulation highly flexible – for instance, probabilistic constraints or integrated chance constraints can be enforced by an appropriate choice of the loss function. For the type of constraint considered, we develop a recursively feasible receding horizon control scheme exploiting the averaged-over-time nature by explicitly taking into account the amount of past constraint violations when determining the current control input. This leads to a significant reduction in conservatism. As a simple extension of the proposed approach we show how time-varying state-constraints can be handled within our framework. The computational complexity (online as well as offline) is comparable to existing model predictive control schemes. The effectiveness of the proposed methodology is demonstrated by means of a numerical example. 1 |
| نوع الوثيقة: |
text |
| اللغة: |
English |
| العلاقة: |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.352.4003Test |
| حقوق: |
Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: |
edsbas.2850A744 |
| قاعدة البيانات: |
BASE |
