About: Nonquadratic stochastic model predictive control: A tractable approach

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper deals with the finite horizon stochastic optimal control problem with the expectation of the p-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examined in two numerical examples. This paper deals with the finite horizon stochastic optimal control problem with the expectation of the p-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examined in two numerical examples. (en)
Title	Nonquadratic stochastic model predictive control: A tractable approach Nonquadratic stochastic model predictive control: A tractable approach (en)
skos:prefLabel	Nonquadratic stochastic model predictive control: A tractable approach Nonquadratic stochastic model predictive control: A tractable approach (en)
skos:notation	RIV/68407700:21230/12:00194348!RIV13-GA0-21230___
http://linked.open...avai/predkladatel	Fakulta elektrotechnická
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP103/12/1187)
http://linked.open...iv/cisloPeriodika	9
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Cigler, Jiří
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	České vysoké učení technické v Praze / Fakulta elektrotechnická
http://linked.open...dnocenehoVysledku	154429
http://linked.open...ai/riv/idVysledku	RIV/68407700:21230/12:00194348
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stochastic optimal control; Predictive control; Stochastic control; Disturbance feedback (en)
http://linked.open.../riv/klicoveSlovo	Stochastic optimal control Predictive control Stochastic control Disturbance feedback
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[6D0F743A8F0F]
http://linked.open...i/riv/nazevZdroje	Automatica
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Identification of Stochastic, Nonlinear Systems for Advanced Control
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	48
http://linked.open...iv/tvurceVysledku	Cigler, Jiří Korda, M.
http://linked.open...ain/vavai/riv/wos	000308454100048
issn	0005-1098
number of pages	7 (xsd:int)
http://bibframe.org/vocab/doi	10.1016/j.automatica.2012.06.053
http://localhost/t...ganizacniJednotka	21230
is http://linked.open...avai/riv/vysledek of	Nonquadratic stochastic model predictive control: A tractable approach

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