RECEDING HORIZON CONTROL FOR CONSTRAINED JUMP BILINEAR SYSTEMS

被引：0

作者：

Wen, Jiwei ^{[1
]}

Peng, Li ^{[1
,2
]}

Nguang, Sing Kiong ^{[3
]}

机构：

[1] Jiangnan Univ, Sch Internet Things Engn, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China

[2] Huazhong Univ Sci & Technol, State Key Lab Digital Mfg Equipment & Technol, Wuhan 430074, Peoples R China

[3] Univ Auckland, Dept Elect & Comp Engn, Auckland 1, New Zealand

来源：

INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL | 2012年 / 8卷 / 12期

关键词：

Markovian jump linear systems; Receding horizon control; Partly unknown transition probabilities; Multiplicative noise; Constraints; MODEL-PREDICTIVE CONTROL; INFINITY OUTPUT-FEEDBACK; STOCHASTIC-SYSTEMS; TIME; STATE; STABILIZATION;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, a receding horizon control strategy for a class of bilinear discrete-time systems with Markovian jumping parameters and constraints is investigated. Specifically, the stochastic jump system under consideration involves control and state multiplicative noise and partly unknown transition probabilities (TPs). The receding horizon formulation adopts an. on-line optimization paradigm that utilizes open loop optimized control move plus linear feedback control and is solved as a semi-definite programming (SDP) problem. The mean square stability, control performance and constraint satisfaction properties are guaranteed, where the terminal-weighting matrix is determined off-line and the control move is calculated on-line. A numerical example is given to show the validity of the developed approach.

引用

页码：8501 / 8514

页数：14

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