Sequential Monte Carlo for Model Predictive Control

被引：0

作者：

Kantas, N. ^{[1
]}

Maciejowski, J. M. ^{[1
]}

Lecchini-Visintini, A. ^{[2
]}

机构：

[1] Univ Cambridge, Dept Engn, Cambridge CB2 1PZ, England

[2] Univ Leicester, Dept Engn, Leicester LE1 7RH, Leics, England

来源：

NONLINEAR MODEL PREDICTIVE CONTROL: TOWARDS NEW CHALLENGING APPLICATIONS | 2009年 / 384卷

基金：

英国工程与自然科学研究理事会;

关键词：

Stochastic optimisation; Stochastic MPC; Sequential Monte Carlo; PARTICLE METHODS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper proposes the use of Sequential Monte Carlo (SMC) as the computational engine for general (non-convex) stochastic Model Predictive Control (MPC) problems. It shows how SMC methods can be used to find global optimisers of non-convex problems, in particular for solving open-loop stochastic control problems that arise at the core of the usual receding-horizon implementation of MPC. This allows the MPC methodology to be extended to nonlinear non-Gaussian problems. We illustrate the effectiveness of the approach by means of numerical examples related to coordination of moving agents.

引用

页码：263 / +

页数：3

共 50 条

[1] Clustering Method for Monte Carlo Model Predictive Control
Toda, Tatsuya
Nakatani, Shintaro
Date, Hisashi
IFAC PAPERSONLINE, 2021, 54 (14): : 251 - 256
[2] Monte Carlo logarithmic number system for model predictive control
Vouzis, Panagiotis D.
Arnold, Mark G.
Collange, Sylvain
Kothare, Mayuresh V.
2007 INTERNATIONAL CONFERENCE ON FIELD PROGRAMMABLE LOGIC AND APPLICATIONS, PROCEEDINGS, VOLS 1 AND 2, 2007, : 453 - 458
[3] Sequential Monte Carlo with model tempering
Mlikota, Marko
Schorfheide, Frank
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2024, 28 (02): : 249 - 269
[4] Improving model predictive control arithmetic robustness by Monte Carlo simulations
Vouzis, P. D.
Collange, S.
Arnold, M. G.
Kothare, M. V.
IET CONTROL THEORY AND APPLICATIONS, 2012, 6 (08): : 1064 - 1070
[5] Sampling variance update method in Monte Carlo Model Predictive Control
Nakatani, Shintaro
Date, Hisashi
IFAC PAPERSONLINE, 2020, 53 (02): : 1274 - 1281
[6] Stochastic Model Predictive Control for Microgrids Based on Monte Carlo Simulations
Sezgin, Mustafa Erdem
Pouraltafi-Kheljan, Soheil
Beyarslan, Mehmet
Gol, Murat
2022 57TH INTERNATIONAL UNIVERSITIES POWER ENGINEERING CONFERENCE (UPEC 2022): BIG DATA AND SMART GRIDS, 2022,
[7] Attitude Control System for Quadrotor Using Robust Monte Carlo Model Predictive Control
Masuda, Kai
Uchiyama, Kenji
ACTUATORS, 2024, 13 (11)
[8] SEQUENTIAL MONTE CARLO
HALTON, JH
PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1962, 58 (JAN): : 57 - &
[9] Swing up Control of Inverted Pendulum on a Cart with Collision by Monte Carlo Model Predictive Control
Nakatani, Shintaro
Date, Hisashi
2019 58TH ANNUAL CONFERENCE OF THE SOCIETY OF INSTRUMENT AND CONTROL ENGINEERS OF JAPAN (SICE), 2019, : 1050 - 1055
[10] SEQUENTIAL MONTE CARLO METHODS UNDER MODEL UNCERTAINTY
Urteaga, Inigo
Bugallo, Monica F.
Djuric, Petar M.
2016 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP), 2016,

← 1 2 3 4 5 →