Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints
This paper develops a new form of distributed stochastic model predictive control (DSMPC) algorithm for a group of linear stochastic subsystems subject to additive uncertainty and coupled probabilistic constraints. We provide an appropriate way to design the DSMPC algorithm by extending a centralize...
| Autori principali: | , , , |
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| Natura: | Journal article |
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IEEE
2016
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| _version_ | 1826282265977552896 |
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| author | Dai, L Xia, Y Gao, Y Cannon, M |
| author_facet | Dai, L Xia, Y Gao, Y Cannon, M |
| author_sort | Dai, L |
| collection | OXFORD |
| description | This paper develops a new form of distributed stochastic model predictive control (DSMPC) algorithm for a group of linear stochastic subsystems subject to additive uncertainty and coupled probabilistic constraints. We provide an appropriate way to design the DSMPC algorithm by extending a centralized SMPC (CSMPC) scheme. To achieve the satisfaction of coupled probabilistic constraints in a distributed manner, only one subsystem is permitted to optimize at each time step. In addition, by making explicit use of the probabilistic distribution of the uncertainties, probabilistic constraints are converted into a set of deterministic constraints for the predictions of nominal models. The distributed controller can achieve recursive feasibility and ensure closed-loop stability for any choice of update sequence. Numerical examples illustrate the efficacy of the algorithm. |
| first_indexed | 2024-03-07T00:41:14Z |
| format | Journal article |
| id | oxford-uuid:831a044d-2f99-490d-8487-d719b9650982 |
| institution | University of Oxford |
| last_indexed | 2024-03-07T00:41:14Z |
| publishDate | 2016 |
| publisher | IEEE |
| record_format | dspace |
| spelling | oxford-uuid:831a044d-2f99-490d-8487-d719b96509822022-03-26T21:42:02ZDistributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraintsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:831a044d-2f99-490d-8487-d719b9650982Symplectic Elements at OxfordIEEE2016Dai, LXia, YGao, YCannon, MThis paper develops a new form of distributed stochastic model predictive control (DSMPC) algorithm for a group of linear stochastic subsystems subject to additive uncertainty and coupled probabilistic constraints. We provide an appropriate way to design the DSMPC algorithm by extending a centralized SMPC (CSMPC) scheme. To achieve the satisfaction of coupled probabilistic constraints in a distributed manner, only one subsystem is permitted to optimize at each time step. In addition, by making explicit use of the probabilistic distribution of the uncertainties, probabilistic constraints are converted into a set of deterministic constraints for the predictions of nominal models. The distributed controller can achieve recursive feasibility and ensure closed-loop stability for any choice of update sequence. Numerical examples illustrate the efficacy of the algorithm. |
| spellingShingle | Dai, L Xia, Y Gao, Y Cannon, M Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title | Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title_full | Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title_fullStr | Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title_full_unstemmed | Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title_short | Distributed stochastic MPC of linear systems with additive uncertainty and coupled probabilistic constraints |
| title_sort | distributed stochastic mpc of linear systems with additive uncertainty and coupled probabilistic constraints |
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