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arXiv 1402.4568math.OC
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具有随机系统参数的线性滚动时域控制

Linear Receding Horizon Control with Probabilistic System Parameters

Raktim Bhattacharya, James Fisher

摘要:

在本文中,我们解决的问题,设计滚动时域控制算法的线性离散时间系统的参数不确定性。我们不考虑系统中存在随机强迫或过程噪声。假设参数不确定性在性质上是概率性的,具有已知的密度函数。我们使用广义多项式混沌理论设计所提出的随机滚动时域控制算法。在这个框架中,随机问题被转换成一个确定性问题在高维空间。所提出的滚动时域控制算法的性能进行评估,使用两个状态的线性模型。

英文摘要:

In this paper we address the problem of designing receding horizon control algorithms for linear discrete-time systems with parametric uncertainty. We do not consider presence of stochastic forcing or process noise in the system. It is assumed that the parametric uncertainty is probabilistic in nature with known probability density functions. We use generalized polynomial chaos theory to design the proposed stochastic receding horizon control algorithms. In this framework, the stochastic problem is converted to a deterministic problem in higher dimensional space. The performance of the proposed receding horizon control algorithms is assessed using a linear model with two states.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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