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arXiv 2305.10085eess.SYcs.SY
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论次优线性模型预测控制的有限时间行为

On the Finite-Time Behavior of Suboptimal Linear Model Predictive Control

Aren Karapetyan, Efe C. Balta, Andrea Iannelli, John Lygeros

AI总结:

本文量化了次优线性模型预测控制因有限次优化迭代导致的额外闭环成本,并提出一种具递减时域长度和有限时间性能保证的新算法,助力计算预算分配。

摘要:

模型预测控制(MPC)的不精确方法,如实时迭代方案或时间分布式优化,通过提供次优解来减轻精确 MPC 的计算负担。尽管此类算法的渐近稳定性已被充分研究,但其有限时间性能却未受太多关注。在本研究中,我们量化了次优线性模型预测控制的性能,指标为仅执行有限次优化迭代所导致的额外闭环成本。利用这一新颖的分析框架,我们提出了一种具有递减预测时域长度和有限时间闭环性能保证的全新次优 MPC 算法。该分析使设计者能够规划有限的计算功率预算分配,以达到期望的性能水平。我们提供了数值算例来说明算法的瞬态行为和计算复杂度。

英文摘要:

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of such algorithms is well studied, their finite-time performance has not received much attention. In this work, we quantify the performance of suboptimal linear model predictive control in terms of the additional closed-loop cost incurred due to performing only a finite number of optimization iterations. Leveraging this novel analysis framework, we propose a novel suboptimal MPC algorithm with a diminishing horizon length and finite-time closed-loop performance guarantees. This analysis allows the designer to plan a limited computational power budget distribution to achieve a desired performance level. We provide numerical examples to illustrate the algorithm's transient behavior and computational complexity.

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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