论文标题
一种明确的双控制方法,用于约束不确定线性系统的参考跟踪
An explicit dual control approach for constrained reference tracking of uncertain linear systems
论文作者
论文摘要
对于在状态空间矩阵和外源性干扰中受参数不确定性的线性动力学系统,考虑了有限的视野最佳跟踪问题。使用基于模型预测控制(MPC)的明确双控制方法提出了次优的解决方案,该方法可以实现主动的不确定性学习。提出了一种用于设计稳健不变的在线终端组和终端控制器的新颖算法。 SET会员资格标识用于在线更新参数不确定性。 MPC优化问题中使用了预测的最差成本,以建模控制输入的双重效应。使用拟议的终端集和剩余时间范围的合同性估算成本,以便估算勘探的未来收益。提出的双重控制算法确保了稳健的限制满意度和递归可行性,并使用强大的性能指标来导航勘探探索折衷权衡。
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive control (MPC) based explicit dual control approach which enables active uncertainty learning. A novel algorithm for the design of robustly invariant online terminal sets and terminal controllers is presented. Set membership identification is used to update the parameter uncertainty online. A predicted worst-case cost is used in the MPC optimization problem to model the dual effect of the control input. The cost-to-go is estimated using contractivity of the proposed terminal set and the remaining time horizon, so that the optimizer can estimate future benefits of exploration. The proposed dual control algorithm ensures robust constraint satisfaction and recursive feasibility, and navigates the exploration-exploitation trade-off using a robust performance metric.