论文标题

与有限参数不确定性的随机MPC具有鲁棒性

Stochastic MPC with robustness to bounded parametric uncertainty

论文作者

Arcari, Elena, Iannelli, Andrea, Carron, Andrea, Zeilinger, Melanie N.

论文摘要

基于模型的控制技术的性能在很大程度上取决于使用的动力学模型的质量。因此,如果需要强有力的保证,则通常可以鲁棒处理所有可能的不确定性来源,例如模型不准确或外部干扰。但是,这可能导致过度保守的控制策略。在本文中,我们提出了一种随机模型预测控制方法,用于遇到有界参数不确定性和潜在无界随机添加剂噪声的离散时间LTI系统。所提出的方案利用沿预测范围的同型管进行参数不确定性的鲁棒处理。随机噪声是通过使用概率可及的概念(PR)的概念来处理非保守紧缩约束的。为了适应所有可能的参数不确定性,我们提供了一种仅基于噪声序列的第一和第二矩的“可靠” PR的策略。在二次成本功能的情况下,在进一步的I.I.D.下关于噪声分布的假设,我们还为闭环状态的L2-norm提供了平均渐近性能。最后,我们在一个说明性示例和建筑温度控制问题中都展示了我们的方案。

The performance of model-based control techniques strongly depends on the quality of the employed dynamics model. If strong guarantees are desired, it is therefore common to robustly treat all possible sources of uncertainty, such as model inaccuracies or external disturbances. This, however, can result in overly conservative control strategies. In this paper, we present a stochastic model predictive control approach for discrete-time LTI systems subject to bounded parametric uncertainty and potentially unbounded stochastic additive noise. The proposed scheme makes use of homothetic tubes along the prediction horizon for a robust treatment of parametric uncertainty. Stochastic noise is handled by non-conservatively tightening constraints using the concept of probabilistic reachable sets (PRS). In order to accommodate all possible parametric uncertainties, we provide a strategy for generating "robustified" PRS based only on first and second moments of the noise sequence. In the case of quadratic cost functions, and under a further i.i.d. assumption on the noise distribution, we also provide an average asymptotic performance bound for the l2-norm of the closed-loop state. Finally, we demonstrate our scheme on both an illustrative example, and in a building temperature control problem.

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