基于最小衰减率多面体不变集的鲁棒模型预测控制

针对一类具有输入输出约束的多胞体结构线性变参数系统,提出了一种基于最小衰减率多面体不变集的鲁棒模型预测控制算法,算法分为在线和离线两个部分.为增强系统控制效果,提高系统响应速度,离线算法首先采用寻求状态变量的最小衰减率的方法优化出一系列状态变量及相应的状态反馈控制律,然后构建出相应的多面体不变集序列;在线算法根据当前实测状态变量,在多面体不变集序列内确定状态变量所处的最小多面体不变集,通过在线优化得出系统的控制输入.给出了鲁棒模型预测控制算法的详细步骤和系统的闭环稳定性证明.仿真结果验证了本算法的有效性,表明本算法使系统的闭环响应更为快速和稳定.     

离散不确定系统的鲁棒预测控制

对预测控制中模型不确定性的处理一直是预测控制算法亟待解决的问题.考虑一类包含模型不确定性的控制对象模型,提出一种极大极小预测控制器设计方法.在滚动优化的每一步,考虑了状态变量不完全可测的情况,引入动态输出反馈的思想得到一个最坏条件下的性能指标的最优解,以最坏条件下的性能指标为求解优化问题的上界,通过线性矩阵不等式的方法求解凸优化问题.并从理论上证明了所设计的鲁棒预测控制器对不确定模型是稳定的.通过仿真算例的分析,证明了极大极小鲁棒预测控制器设计的有效性.     

可变多胞体结构的鲁棒模型预测控制

针对一类具有输入输出约束的线性变参数系统,提出了一种可变多胞体结构的多面体不变集鲁棒模型预测控制算法,算法分为在线和离线两个部分。离线算法构建系统的未知但有界误差描述模型,根据状态的变化得到可变参数的多胞体结构,并转化为状态空间模型的多胞体形式,然后采用线性矩阵不等式的优化方式得到一系列离线嵌套多面体不变集。在线算法根据状态变量在嵌套多面体不变集中的位置,结合可变多胞体结构,通过线性插值的优化方式得到系统的实际控制律。给出算法的详细步骤和系统闭环稳定性证明。仿真结果验证了该算法的有效性,表明该算法使系统的闭环响应更为快速和稳定。     

饱和约束系统的鲁棒模型预测控制

针对饱和约束系统提出了一种鲁棒模型预测控制算法,分别考虑了多面体不确定性和结构反馈不确定性.考虑无穷时域的最坏二次性能指标,通过采用带有饱和特性的反馈控制结构,将控制律的求解转化为一个在线的线性矩阵不等式优化问题.初始时刻优化问题的可行性保证了闭环控制系统的鲁棒稳定性.最后的仿真结果说明了算法的优越性.     

基于状态观测器的约束鲁棒模型预测控制

模型不确定情况下的鲁棒问题是模型预测控制的一个根本问题。本文采用线性矩阵不等式(LMI)，研究多模型不确定性描述情况下的鲁棒模型预测控制问题。在输入输出约束条件下，最小化最坏情况下的无穷时域目标函数，获得保证系统稳定的基于状态观测器的状态反馈增益并且给出观测器增益的设计方法。实例说明算法可行且保证闭环系统渐近稳定。     

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.     

Stable Model Predictive Control for Constrained Max-Plus-Linear Systems

Discrete-event systems with synchronization but no concurrency can be described by models that are “linear” in the max-plus algebra, and they are called max-plus-linear (MPL) systems. Examples of MPL systems often arise in the context of manufacturing systems, telecommunication networks, railway networks, parallel computing, etc. In this paper we provide a solution to a finite-horizon model predictive control (MPC) problem for MPL systems where it is required that the closed-loop input and state sequence satisfy a given set of linear inequality constraints. Although the controlled system is nonlinear, by employing results from max-plus theory, we give sufficient conditions such that the optimization problem that is performed at each step is a linear program and such that the MPC controller guarantees a priori stability and satisfaction of the constraints. We also show how one can use the results in this paper to compute a time-optimal controller for linearly constrained MPL systems.

持续有界扰动系统的嵌套不变椭圆集鲁棒控制

为了抑制外部持续有界扰动和模型不确定性对系统稳定性控制的影响,通过不变集理论,采用嵌套不变椭圆集鲁棒控制算法实现系统的快速稳定控制。控制算法分为离线算法和在线算法两部分。离线时根据公式得到一维状态变量序列,通过线性矩阵不等式方法优化得到嵌套不变椭圆集。在线时,根据系统状态变量在嵌套不变椭圆集的位置,构建新的不变椭圆集并计算得到系统的控制律。给出新的不变椭圆集满足系统控制要求的理论证明。通过与不变单椭圆集控制算法进行仿真比较,结果验证了上述算法的有效性,为持续有界扰动下模型不确定性系统的稳定控制,提供一种有效的控制方法。     

Robust H 2 Filtering for Discrete‐Time Markovian Jump Linear Systems

This paper studies the problems of H₂ filtering for discrete‐time Markovian jump linear systems with non‐accessible mode information. The objective is to design a less‐conservative mode‐independent H₂ filter such that the filtering error system is stochastically stable. To this end, sufficient conditions for the existence of an upper bound of H₂ norm are given in terms of linear matrix inequalities. With the introduction of a slack variable, a less‐conservative filter is derived. The proposed robust H₂ filter design method is also applicable to cover the cases where the system matrices are subject to polytopic uncertainty, as well as the case where the transition probability matrix is subject to a given polytopic uncertainty. Application of the proposed method to three examples from the literature demonstrates the favorable performance of the proposed solution to existing approaches.     

基于可达集的鲁棒模型预测控制

设计了一种基于可达集的鲁棒模型预测控制算法.首先确定了一个鲁棒不变集,并将此不变集用作模型预测控制的终端约束集;接着采用终端约束集对可达集的包含度作为优化指标;最后,采用预测时域逐渐减小的控制策略以保证在线优化存在可行解.从理论上证明了吸引域内的任意点在有限时域内都会被引导至终端约束集并始终停留在此集之内,并由仿真算例验证了本文所设计鲁棒模型预测控制算法的可行性.     

多速率分段线性系统预测控制的显式设计

针对输出采样周期是输入更新周期N倍的多速率分段线性(Piecewise linear, PWL)系统, 本文提出了保证稳定性的显式预测控制器设计方法. 首先, 基于动态规划原理将预测控制优化问题分解为多个单级优化问题; 然后, 根据分段线性系统各子模型以及目标函数的具体形式, 进一步将各单级优化问题分为若干个子问题, 再利用多参数二次规划(Multiparametric quadratic programming, MP-QP)方法求解;最后,通过比较各子问题的解从而得到系统的最优显式控制律. 在设计过程中, 将系统的最大正不变集作为优化问题的终端约束集, 从而保证了系统的稳定性. 仿真结果表明本文提出的显式预测控制方法能够有效降低多速率分段线性系统的在线计算时间, 在保证系统稳定性的同时, 满足其对输入更新速度的要求.     

线性时滞系统的耗散控制

研究了一类线性时滞系统的二次耗散控制问题,基于线性矩阵不等式（LMI）方法导出了耗散控制器存在的充分条件,通过线性矩阵不等式的可行解构造出耗散态状态反馈和动态输出反馈控制律,相应的闭环系统是二次稳定和严格（Q,S,R）耗散的,本文的主要贡献是统一了线性时滞系统现有的H∞控制和无源控制结果。     

Robust State‐and‐Disturbance Observer Design for Linear Non‐minimum‐phase Systems

When there are external disturbances acting on the system, the conventional Luenberger observer design for state estimation usually results in a biased state estimate. This paper presents a robust state and disturbance observer design that gives both accurate state and disturbance estimates in the face of large disturbances. The proposed robust observer is structurally different from the conventional one in the sense that a disturbance estimation term is included in the observer equation. With this disturbance estimation term, the robust observer design problem is skillfully transformed into a disturbance rejection control problem. We then can utilize the standard H_∞ control design tools to optimize the robust observer between the disturbance rejection ability and noise immune ability. An important advantage of the proposed robust observer is that it applies to both minimum‐phase systems and non‐minimum phase systems.     

一类有约束的分段线性系统双模预测控制

研究分段线性（PL）系统预测控制问题,提出了PL系统双模预测控制,并证明了该方法的稳定性.该方法使用混合逻辑动态系统来建模PL系统,利用PL系统状态反馈控制来确定PL系统的受控不变集,并结合双模预测控制方法获得PL系统双模预测控制.该方法解决了系数矩阵的选择问题,不需要满足最终状态等式约束.一个分段线性系统的实例证明了该方法是可行的.     

Model Predictive Control of Nonlinear Discrete Time Systems with Guaranteed Stability

This paper presents the design of a new robust model predictive control algorithm for nonlinear systems represented by a linear model with unstructured uncertainty. The linear model is obtained by linearizing the nonlinear system at an operating point and the difference between the nonlinear and linear model is considered as a Lipschitz nonlinear function. The controller is designed for the linear model, which fulfills the stabilization condition for the nonlinear term. Unlike previous studies that have not considered a valid Lipschitz matrix of nonlinear term in the design process, we propose an algorithm in this paper in which it is considered. Therefore, the closed loop stability of the nonlinear system is guaranteed. A novel SOS optimization problem to determine design parameters is introduced, which leads to improved closed‐loop performance in comparison to a trial and error tuning procedure. Furthermore, an algorithm is presented to enlarge the region of attraction for the nonlinear closed‐loop system. Stability is improved by checking some additional conditions if which the system may be unstable if not considered. The validity of the proposed algorithm is confirmed by examples.     

模型未知LTI系统的数据驱动预测控制

针对含有随机噪声的模型未知线性时不变(LTI,linear time invariant)系统模型建立过程复杂且控制律难以得到的问题,提出一种基于数据驱动的预测控制方法;基于系统行为学理论和平衡子系统辨识方法,仅利用测量得到的系统数据构建被控系统的非参数模型,将其和预测控制理论相结合设计出基于数据驱动的预测控制器,对于系统测量数据中存在的有界加性高斯噪声,通过引入数据的松弛变量和L2正则项来降低噪声扰动的影响,采用滚动时域优化策略计算最优控制序列并将其作用于被控系统,实现了系统对设定值的轨迹跟踪;将所提控制策略应用于四容水箱系统,仿真结果表明所提方法能实现四容水箱系统的液位跟踪控制,且与同样基于数据驱动的子空间预测控制方案相比,所提方法具有更好的动态性能,且该策略在抗噪声扰动方面有明显优势,具有更强的鲁棒性。     

Robust Finite‐Time Control for Linear Time‐Varying Delay Systems With Bounded Control

This paper develops a novel finite‐time control design for linear systems subject to time‐varying delay and bounded control. Based on the Lyapunov‐like functional method and using a result on bounding estimation of integral inequality, we provide some sufficient conditions for designing state feedback controllers that guarantee the robust finite‐time stabilization with guaranteed cost control. The conditions are obtained in terms of linear matrix inequalities (LMIs), which can be determined by utilizing the MATLAB LMI Control Toolbox. A numerical example is given to show the effectiveness of the proposed method.     

Reliable controllable sets for constrained Markov‐Jump Linear Systems

Robust λ‐contractive sets have been proposed in previous literature for uncertain polytopic linear systems. It is well known that, if initial state is inside such sets, it is guaranteed to converge to the origin. This work presents the generalization of such concepts to systems whose behaviour changes among different linear models with probability given by a Markov chain. We propose sequence‐dependent sets and associated controllers that can ensure a reliability bound when initial conditions are outside the maximal λ‐contractive set. Such reliability bound will be understood as the probability of actually reaching the origin from a given initial condition without violating constraints. As initial conditions are further away from the origin, the likelihood of reaching the origin decreases. Copyright © 2015 John Wiley & Sons, Ltd.     

Robust MPC for Linear Systems with Structured Time‐Varying Uncertainties and Saturating Actuator

In this paper, a synthesis of model predictive control (MPC) algorithm is presented for uncertain systems subject to structured time‐varying uncertainties and actuator saturation. The system matrices are not exactly known, but are affine functions of a time varying parameter vector. To deal with the nonlinear actuator saturation, a saturated linear feedback control law is expressed into a convex hull of a group of auxiliary linear feedback laws. At each time instant, a state feedback law is designed to ensure the robust stability of the closed‐loop system. The robust MPC controller design problem is formulated into solving a minimization problem of a worst‐case performance index with respect to model uncertainties. The design of controller is then cast into solving a feasibility of linear matrix inequality (LMI) optimization problem. Then, the result is further extended to saturation dependent robust MPC approach by introducing additional variables. A saturation dependent quadratic function is used to reduce the conservatism of controller design. To show the effectiveness, the proposed robust MPC algorithms are applied to a continuous‐time stirred tank reactor (CSTR) process.     

一类具有非线性扰动的多重时滞不确定系统鲁棒预测控制

针对一类具有非线性扰动且同时存在多重状态和输入时滞的不确定系统, 提出 一种鲁棒预测控制器设计方法. 基于预测控制滚动优化原理, 运用Lyapunov稳定性 理论和线性矩阵不等式 (Linear matrix inequalities, LMIs)方法, 首先近似求解无限时域二次性能指标优化问题, 然后优化非 线性扰动项所应满足的最大上界, 定量地研究鲁棒预测控制在范数有界意义下的扰动抑制 问题, 并给出了鲁棒预测控制器存在的充分条件. 最后通过仿真验证了所提方法的有效性.