保证满足闭环机会约束条件的无界乘法噪声线性系统随机 MPC

IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS

IEEE Control Systems Letters Pub Date : 2024-08-19 DOI:10.1109/LCSYS.2024.3445723

Christoph Mark;Daniele Ravasio;Marcello Farina;Daniel Görges

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引用次数: 0

摘要

在这封信中，我们考虑了受无约束乘法噪声影响的离散时间线性系统。为了控制这类系统，我们采用了一种间接反馈随机模型预测控制方案，该方案可实现形式上可证明的均方收敛和闭环机会约束满足保证。我们将通过一个数值示例来强调所提控制器的优势。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Stochastic MPC for Linear Systems With Unbounded Multiplicative Noise Guaranteeing Closed-Loop Chance Constraints Satisfaction

In this letter we consider discrete-time linear systems affected by unbounded multiplicative noise. To control this class of systems, we apply an indirect-feedback stochastic model predictive control scheme that results in formally provable mean square convergence and closed-loop chance constraint satisfaction guarantees. The benefits of the proposed controller will be highlighted on a numerical example.

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来源期刊

IEEE Control Systems Letters Mathematics-Control and Optimization

CiteScore

4.40

自引率

13.30%

发文量

471