Min-max model predictive control as a quadratic program

被引：17
|
作者：
de la Pena, D. Munoz [1 ]
Alamo, T. [1 ]
Ramirez, D. R. [1 ]
Camacho, E. F. [1 ]
机构：
[1] Univ Seville, Dept Ingn Sistemas & Automat, Seville 41092, Spain
来源：
IET CONTROL THEORY AND APPLICATIONS | 2007年 / 1卷 / 01期
关键词：
D O I：
10.1049/iet-cta:20060016
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The implementation of min-max model predictive control for constrained linear systems with bounded additive uncertainties and quadratic cost functions is dealt with. This type of controller has been shown to be a continuous piecewise affine function of the state vector by geometrical methods. However, no algorithm for computing the explicit solution has been given. Here, it is shown that the min-max optimisation problem can be expressed as a multi-parametric quadratic program, and so, the explicit form of the controller may be determined by standard multi-parametric techniques.
引用
收藏
页码：328 / 333
页数：6
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