基于终端不变集的 Markov 跳变系统约束预测控制

针对离散 Markov 跳变系统, 研究带输入输出约束的有限时域预测控制问题. 对于给定预测时域内的每条模态轨迹, 设计控制输入序列, 驱动系统状态到达相应的终端不变集内, 在预测时域外, 则寻求一个虚拟的状态反馈控制器以保证系统的随机稳定性, 在此基础上, 分别给出了以线性矩阵不等式 (LMI) 描述的带输入、输出约束预测控制器的设计方法.

Constrained Predictive Control of Markov Jump Linear Systems Based on Terminal Invariant Sets

In this paper,the receding horizon control(RHC) problem is considered for discrete time Markov jump linear sys- tems,subject to constraints on control inputs and observed out- puts.In given receding horizon,for every mode trajectory,con- trol inputs sequence is designed to drive the state trajectory into a terminal invariant set.The invariant set depends on the exis- tence of a fictitious state feedback control law,which guarantees stochastic stability of jump system out of the receding horizon. Based on such stability analysis,a linear matrix inequality ap- proach for designing receding horizon controller subject to input and output constraints is developed.