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arXiv 1802.09209math.OC
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具有硬控制约束的输出反馈稳定随机预测控制

Output feedback stable stochastic predictive control with hard control constraints

Prabhat Kumar Mishra, Debasish Chatterjee, Daniel E. Quevedo

摘要:

针对离散线性定常系统,提出了一种不完全状态信息下的随机预测控制器。我们的方法是基于一个合适的选择的控制策略,稳定性约束,并雇用一个卡尔曼滤波器来估计不完整和腐败的观察系统的状态。我们证明,这种方法产生了一个计算上容易处理的问题,应该定期在线解决,所得到的闭环系统是均方有界的任何正界的控制行动。我们的研究结果允许一个解决最大的一类线性定常系统已知的服从随机稳定有界控制行动通过输出反馈随机预测控制。

英文摘要:

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a Kalman filter to estimate the states of the system from incomplete and corrupt observations. We demonstrate that this approach yields a computationally tractable problem that should be solved online periodically, and that the resulting closed loop system is mean-square bounded for any positive bound on the control actions. Our results allow one to tackle the largest class of linear time invariant systems known to be amenable to stochastic stabilization under bounded control actions via output feedback stochastic predictive control.

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