Scenario-based approach to stochastic linear predictive control (CROSBI ID 594919)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Matuško, Jadranko. ; Borrelli, Francesco
engleski
Scenario-based approach to stochastic linear predictive control
In this paper we consider the problem of predictive control for linear systems subject to stochastic disturbances. We repeatedly solve a stochastic finite-time constrained optimal control problem by using the scenario-based approach. We address the conservatism of the approach by presenting a new technique for fast scenario removal based on mixed-integer quadratic optimization. Probabilistic bounds are derived which quantify the benefits of the proposed technique. The approach is illustrated through a numerical example.
Optimal control; Optimization; Predictive control; Probability density function; Robustness; Stochastic processes
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Podaci o prilogu
5194-5199.
2012.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of IEEE 51st Annual Conference on Decision and Control (CDC)
Podaci o skupu
IEEE 51st Annual Conference on Decision and Control (CDC)
predavanje
10.12.2012-13.12.2012
Maui (HI), Sjedinjene Američke Države