文件名称:Stochastic-RHC
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在本文中,我们开发了一种计算易于管教的方法随机滚动时域控制下的线性系统状态和控制乘法噪声和二次约束。我们的方法使用开环加线性反馈的在线滚动时域优化,允许作为半定规划要解决的问题。-In this paper, we have developed a computationally tractable approach to stochastic receding horizon control of linear systems under state and control multiplicative noise and quadratic constraints. Our approach used open loop plus linear feedback in the on-line receding horizon optimization, allowing the problem to be solved as a semi-definite program.
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Stochastic RHC.pdf