Closed-loop stochastic dynamic process optimization under input and state constraints

Proceedings of the American Control Conference

Volumn 3, Issue , 2002, Pages 2023-2028

  Van Hessem, D H ^a   Bosgra, O H ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Closed loop optimization; Constraints; Second order cone programming; Stochastic disturbances

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; MATHEMATICAL MODELS; OPTIMIZATION; PREDICTIVE CONTROL SYSTEMS; STATE FEEDBACK; STOCHASTIC CONTROL SYSTEMS;

CLOSED-LOOP STOCHASTIC DYNAMIC PROCESS OPTIMIZATION; CONSTRAINED DYNAMIC OPTIMIZATION; INPUT CONSTRAINT; MODEL PREDICTIVE CONTROL; SECOND-ORDER CONE PROGRAMMING; STATE CONSTRAINT; STOCHASTIC DISTURBANCE;

CLOSED LOOP CONTROL SYSTEMS;

EID: 0036349317     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2002.1023932     Document Type: Conference Paper

References (19)

1. An efficient primal-dual interior-point method for minimizing a sum of Euclidean norms
2. The role and use of the stochastic linear-quadratic-Gaussian problem in control system design
3. Reducing conservatism in predictive control of constrained systems with disturbances
4. Linear matrix inequalities in systems and control theory
5. LMI-based closed-loop economic optimization of stochastic process operation under state and inputs constraints
6. An LQR/LQG theory for systems with saturating actuators
7. Analysis of linear systems with saturation using convex optimization
8. Quantify quality control's intangeble benefits
9. Extended Kalman filter based nonlinear model predictive control
10. Worst-case formulations of model predictive control for systems with bounded parameters
11. Applications of second-order cone programming
12. Nonlinear model predictive control, an assessment
13. Convex optimization in engineering; modeling, analysis, algorithms
14. Nonlinear model predictive control: A tutorial and survey
15. A least squares formulation for state estimation
16. A moving horizon-based approach for least-squares estimation
17. Min-max feedback model predictive control for constrained linear systems
18. Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms and approximate inverses