Details
| Original language | English |
|---|---|
| Pages (from-to) | 151-161 |
| Number of pages | 11 |
| Journal | AUTOMATICA |
| Volume | 74 |
| Publication status | Published - 1 Dec 2016 |
| Externally published | Yes |
Abstract
In this paper, we develop a new tube-based robust economic MPC scheme for linear time-invariant 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 presented in order to find an appropriate terminal cost leading to a slight degradation of the bound on the guaranteed average performance.
Keywords
- Economic model predictive control, Robust model predictive control, Stochastic disturbances
ASJC Scopus subject areas
- Engineering(all)
- Control and Systems Engineering
- Engineering(all)
- Electrical and Electronic Engineering
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In: AUTOMATICA, Vol. 74, 01.12.2016, p. 151-161.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Robust economic Model Predictive Control using stochastic information
AU - Bayer, Florian A.
AU - Lorenzen, Matthias
AU - Müller, Matthias A.
AU - Allgöwer, Frank
N1 - Funding information: The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the research grants MU3929/1-1 and AL 316/12-1 as well as within the Cluster of Excellence in Simulation Technology ( EXC 310/2 ) at the University of Stuttgart. Matthias A. Müller is also indebted to the Baden-Württemberg Stiftung for the financial support of this research project by the Eliteprogramme for Postdocs .
PY - 2016/12/1
Y1 - 2016/12/1
N2 - In this paper, we develop a new tube-based robust economic MPC scheme for linear time-invariant 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 presented in order to find an appropriate terminal cost leading to a slight degradation of the bound on the guaranteed average performance.
AB - In this paper, we develop a new tube-based robust economic MPC scheme for linear time-invariant 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 presented in order to find an appropriate terminal cost leading to a slight degradation of the bound on the guaranteed average performance.
KW - Economic model predictive control
KW - Robust model predictive control
KW - Stochastic disturbances
UR - http://www.scopus.com/inward/record.url?scp=84989171987&partnerID=8YFLogxK
U2 - 10.1016/j.automatica.2016.08.008
DO - 10.1016/j.automatica.2016.08.008
M3 - Article
AN - SCOPUS:84989171987
VL - 74
SP - 151
EP - 161
JO - AUTOMATICA
JF - AUTOMATICA
SN - 0005-1098
ER -