Output Feedback Stable Stochastic Predictive Control With Hard Control Constraints
Output Feedback Stable Stochastic Predictive Control With Hard Control Constraints
复制标题
具有硬控制约束的输出反馈稳定随机预测控制
DOI：
10.1109/lcsys.2017.2719606
复制
发表时间：
2017
影响因子：
3
通讯作者：
D. Quevedo
中科院分区：
文献类型：
--
作者：
Prabhat Kumar Mishra;D. Chatterjee;D. Quevedo
针对状态信息不完全的离散线性时不变系统，提出了一种随机预测控制器。我们的方法是基于对控制策略、稳定性约束的适当选择，以及使用卡尔曼滤波来从不完整和损坏的观测中估计系统的状态。我们证明了这种方法产生了一个计算上容易处理的问题，应该定期在线求解，并且所得到的闭环系统对于控制动作的任何正界都是均方有界的。我们的结果使我们能够处理已知的最大类线性时不变系统，这些系统通过输出反馈随机预测控制在有界控制作用下服从随机镇定。
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.