Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach
نویسندگان
چکیده
منابع مشابه
Stable stochastic receding horizon control of linear systems with bounded control inputs
We address stability of receding horizon control for stochastic linear systems with additive noise and bounded control authority. We construct tractable and recursively feasible receding horizon control policies that ensure a mean-square bounded system in closed-loop if the noise has bounded forthorder moment, the unexcited system is stabilizable, the system matrix A is Lyapunov stable, and the...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2011
ISSN: 0018-9286
DOI: 10.1109/tac.2011.2159422