文章基本信息

标题：Nonlinear Model Predictive Control for Stochastic Differential Equation Systems
本地全文：下载
作者：Niclas Laursen Brok ; Henrik Madsen ; John Bagterp Jørgensen 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：20
页码：430-435
DOI：10.1016/j.ifacol.2018.11.071
语种：English
出版社：Elsevier
摘要：AbstractUsing the Van der Pol oscillator model as an example, we provide a tutorial introduction to nonlinear model predictive control (NMPC) for systems governed by stochastic differential equations (SDEs) that are observed at discrete times. Such systems are called continuous-discrete systems and provides a natural representation of systems evolving in continuous-time. Furthermore, this representation directly facilities construction of the state estimator in the NMPC. We provide numerical details related to systematic model identification, state estimation, and optimization of dynamical systems that are relevant to the NMPC.
关键词：KeywordsNonlinear Model Predictive ControlContinuous-Discrete Extended Kalman FilterMaximum Likelihood EstimationStochastic Differential EquationsVan der Pol Oscillator