Naslov
Scenario-based approach to stochastic linear predictive control

Autori
Matuško, Jadranko. ; Borrelli, Francesco

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of IEEE 51st Annual Conference on Decision and Control (CDC) / - , 2012, 5194-5199

Skup
IEEE 51st Annual Conference on Decision and Control (CDC)

Mjesto i datum
Maui (HI), Sjedinjene Američke Države, 10.12.2012. - 13.12.2012

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Optimal control; Optimization; Predictive control; Probability density function; Robustness; Stochastic processes

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Elektrotehnika, Temeljne tehničke znanosti

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