Stochastic Model Predictive Control: State space methods
نویسنده
چکیده
1 Performance objective and closed-loop convergence 1 1.1 Stochastic system models . . . . . . . . . . . . . . . . . . . 1 1.2 Performance cost . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Cost evaluation . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.4 Unconstrained optimal control . . . . . . . . . . . . . . . . . 12 1.5 Receding horizon control, stability and convergence . . . . . . 17 1.6 Supermartingale convergence analysis . . . . . . . . . . . . . 21 1.7 Numerical Example . . . . . . . . . . . . . . . . . . . . . . 23
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