Stochastic receding horizon control with output feedback and bounded controls

被引：85

作者：

Hokayem, Peter ^{[1
]}

Cinquemani, Eugenio ^{[2
]}

Chatterjee, Debasish ^{[3
]}

Ramponi, Federico ^{[4
]}

Lygeros, John ^{[1
]}

机构：

[1] ETH, Automat Control Lab, CH-8092 Zurich, Switzerland

[2] INRIA Grenoble Rhone Alpes, F-38334 Montbonnot St Martin, St Ismier, France

[3] IIT, Bombay 400076, Maharashtra, India

[4] Univ Brescia, Dept Informat Engn, I-25123 Brescia, Italy

来源：

AUTOMATICA | 2012年 / 48卷 / 01期

基金：

瑞士国家科学基金会;

关键词：

Predictive control; Output feedback; Constrained control; State estimation; Stochastic control; OPTIMIZATION; STABILITY; POLICIES; SYSTEMS; STATE;

D O I：

10.1016/j.automatica.2011.09.048

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and incomplete state information. Given a suitable choice of causal control policies, we first present a slight extension of the Kalman filter to estimate the state optimally in mean-square sense. We then show how to augment the underlying optimization problem with a negative drift-like constraint, yielding a second-order cone program to be solved periodically online. We prove that the receding horizon implementation of the resulting control policies renders the state of the overall system mean-square bounded under mild assumptions. We also discuss how some quantities required by the finite-horizon optimization problem can be computed off-line, thus reducing the on-line computation. (C) 2011 Elsevier Ltd. All rights reserved.

引用

页码：77 / 88

页数：12

共 50 条

[1] Stochastic receding horizon control with output feedback and bounded control inputs
Hokayem, Peter
Cinquemani, Eugenio
Chatterjee, Debasish
Ramponi, Federico
Lygeros, John
[J]. 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 6095 - 6100
[2] On Stochastic Receding Horizon Control with Bounded Control Inputs
Hokayem, Peter
Chatterjee, Debasish
Lygeros, John
[J]. PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 6359 - 6364
[3] Output feedback receding horizon control of constrained systems
Goulart, P. J.
Kerrigan, E. C.
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2007, 80 (01) : 8 - 20
[4] Nonlinear receding-horizon output feedback control
Ohtsuka, T
Ohata, K
[J]. PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 4332 - 4333
[5] Output Feedback Receding Horizon Control for Spatiotemporal Dynamic Systems
Hashimoto, Tomoaki
Takiguchi, Yu
Ohtsuka, Toshiyuki
[J]. 2013 9TH ASIAN CONTROL CONFERENCE (ASCC), 2013,
[6] Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach
Chatterjee, Debasish
Hokayem, Peter
Lygeros, John
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2011, 56 (11) : 2704 - 2710
[7] Receding horizon finite memory controls for output feedback controls of state-space systems
Kwon, WH
Han, SH
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 49 (11) : 1905 - 1915
[8] A method for robust receding horizon output feedback control of constrained systems
Goulart, Paul J.
Kerrigan, Eric C.
[J]. PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2006, : 5472 - +
[9] Receding horizon output feedback control for linear systems with input saturation
Lee, YI
Kouvaritakis, B
[J]. IEE PROCEEDINGS-CONTROL THEORY AND APPLICATIONS, 2001, 148 (02): : 109 - 115
[10] Explicit output-feedback receding-horizon control with constraints
Zhou, Xiang W.
De Dona, Jose A.
Seron, Maria M.
[J]. 2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2006, 1-12 : 200 - +

← 1 2 3 4 5 →