STOCHASTIC MODEL-PREDICTIVE CONTROL OF UNCERTAIN SYSTEM

摘要

A stochastic model predictive controller (SMPC) estimates a current state of the system and a probability distribution of uncertainty of a parameter of dynamics of the system based on measurements of outputs of the system, and updates a control model of the system including a function of dynamics of the system modeling the uncertainty of the parameter with first and second order moments of the estimated probability distribution of uncertainty of the parameter. The SMPC determines a control input to control the system by optimizing the updated control model of the system at the current state over prediction horizon and controls the system based on the control input to change the state of the system.