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基于多层概率集的随机预测控制算法设计

李济炜 李德伟 席裕庚 卢建波

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. 自动化学报, 2014, 40(12): 2697-2705. doi: 10.3724/SP.J.1004.2014.02697
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. 自动化学报, 2014, 40(12): 2697-2705. doi: 10.3724/SP.J.1004.2014.02697
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. ACTA AUTOMATICA SINICA, 2014, 40(12): 2697-2705. doi: 10.3724/SP.J.1004.2014.02697
Citation: 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. ACTA AUTOMATICA SINICA, 2014, 40(12): 2697-2705. doi: 10.3724/SP.J.1004.2014.02697

基于多层概率集的随机预测控制算法设计

doi: 10.3724/SP.J.1004.2014.02697
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

详细信息
    作者简介:

    李济炜 上海交通大学自动化系博士研究生. 2011 年获上海交通大学学士学位.主要研究方向为随机预测控制.E-mail: jwlisky@gmail.com

    通讯作者:

    李德伟 上海交通大学自动化系副教授.于1993 年和2009 年获上海交通大学自动化系学士学位和博士学位. 主要研究方向为预测控制理论与算法. 本文通信作者. E-mail: dwli@sjtu.edu.cn

On Design of Stochastic Model Predictive Control Algorithm Based on Multi-layer Probabilistic Sets

Funds: 

Supported by National Natural Science Foundation of China (61374110, 61333009, 61221003), the Specialized Research Fund for the Doctoral Program of Higher Education (20120073110017), and State Key Laboratory of Synthetical Automation for Process Industries

  • 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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出版历程
  • 收稿日期:  2013-09-12
  • 修回日期:  2014-03-06
  • 刊出日期:  2014-12-20

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