Stochastic MPC with inequality stability constraints

被引：55

作者：

Couchman, P. D. ^{[1
]}

Cannon, M. ^{[1
]}

Kouvaritakis, B. ^{[1
]}

机构：

[1] Univ Oxford, Dept Engn Sci, Oxford OX1 3PJ, England

来源：

AUTOMATICA | 2006年 / 42卷 / 12期

关键词：

constrained control; stochastic systems; model predictive control;

D O I：

10.1016/j.automatica.2006.07.006

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Stochastic uncertainty is a common feature of many control engineering problems, and is also present in a wider class of applications, e.g. finance and sustainable development. Recent work proposed a constrained MPC approach that took explicit account of the distributions of uncertain model parameters but used terminal equality constraints to ensure stability. The present paper reformulates the problem in order to relax the stability constraints by invoking appropriate terminal inequalities. The application of the proposed strategy and its advantages over earlier work are illustrated by means of a numerical example. (c) 2006 Elsevier Ltd. All rights reserved.

引用

页码：2169 / 2174

页数：6

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