Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems
Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems
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发表时间：
2015-07
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通讯作者：
T. Hashimoto
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作者：
T. Hashimoto
模型预测控制是一种最优反馈控制，它以具有移动初始时间和移动终端时间的性能指标来优化有限未来的控制性能。本文研究了具有附加随机干扰的线性离散时间系统的模型预测控制的稳定性。利用线性矩阵不等式的方法，得到了模型预测控制闭环系统稳定的充分条件。本文的目的是显示的计算模拟的结果，以验证所获得的稳定性条件的有效性。关键词-计算模拟，最优控制，预测控制，随机系统，离散时间系统。
Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition. Keywords—Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.