Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.

  

Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach

Author(s):

D. Chatterjee, J. Lygeros, P. Hokayem
Conference/Journal:

IEEE Transactions on Automatic Control, vol. 56, pp. 2704 - 2710
Abstract:

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances while satisfying hard bounds on the control actions. We pose the problem of selecting an appropriate optimal controller on vector spaces of functions and show that the resulting optimization problem has a tractable convex solution. Under marginal stability of the zero-control and zero-noise system we synthesize receding horizon polices that ensure bounded variance of the states while enforcing hard bounds on the controls. We provide examples that illustrate the effectiveness of our control strategies, and how quantities needed in the formulation of the resulting optimization problems can be calculated off-line.

Year:

2011
Type of Publication:

(01)Article
Supervisor:



File Download:

Request a copy of this publication.
(Uses JavaScript)
% Autogenerated BibTeX entry
@Article { ChaLyg:2011:IFA_3954,
    author={D. Chatterjee and J. Lygeros and P. Hokayem},
    title={{Stochastic Receding Horizon Control With Bounded Control
	  Inputs: A Vector Space Approach}},
    journal={IEEE Transactions on Automatic Control},
    year={2011},
    volume={56},
    number={},
    pages={2704 -- 2710},
    month=nov,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3954}
}
Permanent link