arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2303.00873math.OCcs.SYeess.SY
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控制状态估计:输出反馈随机MPC方法

State estimation for control: an approach for output-feedback stochastic MPC

Mohammad S. Ramadan, Robert R. Bitmead, Ke Huang

摘要:

本文利用模型预测控制的范例,特别是开环控制和闭环控制以及确定性最优控制和随机最优控制的区别,为确定随机输出反馈问题的单个状态值提供了一种新的方法。状态选择算法,并依赖于给定的动态和约束,一个标称的确定性状态反馈控制器,和一个基于采样的方法来选择最佳状态值,基于优化规定的有限时域性能函数,在可用的候选人提供的粒子滤波器。费用函数在时域上最小化,控制由标称控制器和所选状态确定。因此,最小化不是通过控制的选择来执行,而是通过选择要使用的状态值来执行。该算法一般适用于非线性随机系统,并依赖于蒙特卡罗采样和平均。然而,在线性二次多面体约束的情况下,该技术减少到一个二次规划的状态值。该算法进行了评估,在一组计算的例子,说明其有效性和局限性。数值方面和并行化的机会进行了讨论。这些例子表明,该算法的操作,在闭环与其伴随的粒子滤波器,在较长的地平线。

英文摘要:

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and between deterministic optimal control and stochastic optimal control. The State Selection Algorithm is presented and relies on given dynamics and constraints, a nominal deterministic state-feedback controller, and a sampling based method to select the best state value, based on optimizing a prescribed finite-horizon performance function, over the available candidates provided by a particle filter. The cost function is minimized over the horizon with controls determined by the nominal controller and the selected states. So, the minimization is performed not over the selection of the control other than through the choice of state value to use. The algorithm applies generally to nonlinear stochastic systems and relies on Monte Carlo sampling and averaging. However, in linear quadratic polyhedrally constrained cases the technique reduces to a quadratic program for the state value. The algorithm is evaluated in a set of computational examples, which illustrate its efficacy and limitations. Numerical aspects and the opportunity for parallelization are discussed. The examples demonstrate the algorithm operating, in closed-loop with its attendant particle filter, over the long horizon.

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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