| 基于多层概率集的随机预测控制算法设计 |
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| 引用本文： | 李济炜,李德伟,席裕庚,卢建波.基于多层概率集的随机预测控制算法设计[J].自动化学报,2014,40(12):2697-2705. |
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| 作者姓名： | 李济炜 李德伟 席裕庚 卢建波 |
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| 作者单位： | 1.上海交通大学自动化系系统控制与信息处理教育部重点实验室 上海 200240 |
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| 基金项目： | 国家自然科学基金(61374110,61333009,61221003),高等学校博士学科点专项科研基金(20120073110017),流程工业综合自动化国家重点实验室开放课题基金资助 |
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| 摘 要： | 考虑具有乘型不确定性的离散随机系统约束控制问题, 设计了一种基于多层概率集的随机预测控制算法. 多层概率集描述了状态在多步反馈控制律下的一系列不同概率的分布区域, 因此能够同时保证多个不同概率要求的软约束. 通过动态优化多步反馈律, 算法具有较大的可行范围. 之后设计的简化算法在降低计算负担的同时保证了算法的可行范围.
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| 关 键 词： | 随机预测控制 乘型不确定性 概率约束 多步反馈控制 |
| 收稿时间： | 2013-09-12 |
On Design of Stochastic Model Predictive Control Algorithm Based on Multi-layer Probabilistic Sets |
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| LI Ji-Wei,LI De-Wei,XI Yu-Geng,LU Jian-Bo.On Design of Stochastic Model Predictive Control Algorithm Based on Multi-layer Probabilistic Sets[J].Acta Automatica Sinica,2014,40(12):2697-2705. |
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| Authors: | LI Ji-Wei LI De-Wei XI Yu-Geng LU Jian-Bo |
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| Affiliation: | 1.Key Laboratory of System Control and Information Processing, Ministry of Education, Department of Automation, Shanghai Jiao Tong University, Shanghai 200240 |
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| Abstract: | This paper considers the constrained control problem of discrete-time stochastic systems with multiplicative uncertainty. We design a stochastic model predictive control algorithm based on the formulation of multi-layer probabilistic sets. Multi-layer probabilistic sets describe the distribution regions where the system evolves with different probabilities under multi-step feedback laws, thus enabling the satisfaction of soft constraints at different probabilistic levels. This algorithm has a large applicable region by dynamically optimizing multi-step feedback laws. Furthermore, we propose a simplified algorithm that reduces the computational burden with a guarantee of its applicable region. |
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| Keywords: | Stochastic model predictive control multiplicative uncertainty probabilistic constraints multi-step feedback control |
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