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Stochastic model predictive control for constrained networked control systems with random time delay

Patrinos, Panagiotis and Sopasakis, Pantelis and Sarimveis, Haralambos Stochastic model predictive control for constrained networked control systems with random time delay. In: Proceedings of the 18th IFAC World Congress, 2011. IFAC, pp. 12626-12631. ISBN 978-3-902661-93-7 (2011)

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Abstract

In this paper the continuous time stochastic constrained optimal control problem is formulated for the class of networked control systems assuming that time delays follow a discrete-time, finite Markov chain . Polytopic overapproximations of the system's trajectories are employed to produce a polyhedral inner approximation of the non-convex constraint set resulting from imposing the constraints in continuous time. The problem is cast in a Markov jump linear systems (MJLS) framework and a stochastic MPC controller is calculated explicitly, oine, coupling dynamic programming with parametric piecewise quadratic (PWQ) optimization. The calculated control law leads to stochastic stability of the closed loop system, in the mean square sense and respects the state and input constraints in continuous time.

Item Type: Book Section
Identification Number: 10.3182/20110828-6-IT-1002.02575
Additional Information: 18th IFAC World Congress, 2011 - Università Cattolica del Sacro Cuore, Milano, Italy
Uncontrolled Keywords: Stochastic optimal control problems; Parametric optimization; Control of constrained systems
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > TJ Mechanical engineering and machinery
Research Area: Computer Science and Applications
Depositing User: Pantelis Sopasakis
Date Deposited: 05 Dec 2011 14:19
Last Modified: 12 Mar 2013 14:57
URI: http://eprints.imtlucca.it/id/eprint/1030

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