Details
| Original language | English |
|---|---|
| Pages (from-to) | 410-415 |
| Number of pages | 6 |
| Journal | IFAC-PapersOnLine |
| Volume | 48 |
| Issue number | 23 |
| Publication status | Published - 2015 |
| Externally published | Yes |
Abstract
In this paper, we develop a new tube-based robust economic MPC scheme for linear systems subject to bounded disturbances with given distributions. By using the error distribution in the predictions of the finite horizon optimal control problem, we can incorporate stochastic information in order to improve the expected performance while being able to guarantee strict feasibility. For this new framework, we can provide bounds on the asymptotic average performance of the closed-loop system. Moreover, a constructive approach is sketched in order to find an appropriate quadratic terminal cost accepting a slight degradation of the average performance statement.
Keywords
- Economic MPC, Robust MPC
ASJC Scopus subject areas
- Engineering(all)
- Control and Systems Engineering
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In: IFAC-PapersOnLine, Vol. 48, No. 23, 2015, p. 410-415.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Improving Performance in Robust Economic MPC Using Stochastic Information
AU - Bayer, Florian A.
AU - Lorenzen, Matthias
AU - Müller, Matthias A.
AU - Allgöwer, Frank
N1 - Funding information: financial support of the project within the Cluster of Excellence in Simulation financial support of the project within the Cluster of Excellence in Simulation Tfinancialechnologsupporty (EXCof310/2)the projectat thewithinUniverstheityClusof Stertuttgofart.Excellence in Simulation Technology (EXC 310/2) at the University of Stuttgart. Technology (EXC 310/2) at the University of Stuttgart.
PY - 2015
Y1 - 2015
N2 - In this paper, we develop a new tube-based robust economic MPC scheme for linear systems subject to bounded disturbances with given distributions. By using the error distribution in the predictions of the finite horizon optimal control problem, we can incorporate stochastic information in order to improve the expected performance while being able to guarantee strict feasibility. For this new framework, we can provide bounds on the asymptotic average performance of the closed-loop system. Moreover, a constructive approach is sketched in order to find an appropriate quadratic terminal cost accepting a slight degradation of the average performance statement.
AB - In this paper, we develop a new tube-based robust economic MPC scheme for linear systems subject to bounded disturbances with given distributions. By using the error distribution in the predictions of the finite horizon optimal control problem, we can incorporate stochastic information in order to improve the expected performance while being able to guarantee strict feasibility. For this new framework, we can provide bounds on the asymptotic average performance of the closed-loop system. Moreover, a constructive approach is sketched in order to find an appropriate quadratic terminal cost accepting a slight degradation of the average performance statement.
KW - Economic MPC
KW - Robust MPC
UR - http://www.scopus.com/inward/record.url?scp=84964307382&partnerID=8YFLogxK
U2 - 10.1016/j.ifacol.2015.11.313
DO - 10.1016/j.ifacol.2015.11.313
M3 - Article
AN - SCOPUS:84964307382
VL - 48
SP - 410
EP - 415
JO - IFAC-PapersOnLine
JF - IFAC-PapersOnLine
SN - 2405-8963
IS - 23
ER -