英语翻译In this article we propose a solution to the general receding horizon control problem for linear systems with noisy process dynamics,imperfect state information,and bounded control inputs.Both the process and measurement noise sequences a

英语翻译In this article we propose a solution to the general receding horizon control problem for linear systems with noisy process dynamics,imperfect state information,and bounded control inputs.Both the process and measurement noise sequences a
英语翻译
In this article we propose a solution to the general receding horizon control problem for linear systems with noisy process dynamics,imperfect state information,and bounded control inputs.Both the process and measurement noise sequences are
assumed to enter the system in an additive fashion,and we require that the designed control policies satisfy hard bounds.Periodically at times t = 0,Nc ,2Nc ,...,where Nc is the control horizon,a certain finite-horizon optimal control problem is solved over a prediction (or optimization) horizon N > Nc .
The cost to be minimized is the standard expectation of the sum of cost-per-stage functions that are quadratic in the state and control inputs (Bertsekas,2000,2007).We can also include at the design level some variance-like bounds on the predicted
future states and inputs—this is one possible way to impose soft state constraints that are in spirit similar to integrated chance-constraints,e.g.,in Klein Haneveld (1983) and Klein Haneveld and van der Vlerk (2006).

英语翻译In this article we propose a solution to the general receding horizon control problem for linear systems with noisy process dynamics,imperfect state information,and bounded control inputs.Both the process and measurement noise sequences a
在这篇文章中我们提出了噪声过程的动态线性系统的预测控制问题的解决方案,不完美的状态信息,和有界控制输入.的过程和测量噪声序列areassumed以添加剂的方式进入系统,我们要求所设计的控制策略难以满足的边界.周期性地在时间t = 0,数控,2NC,...数控机床的控制,在地平线上,某一有限域上的最优控制问题的解决在预测（或优化）地平线N＞数控.以最小化的成本是每阶段的功能,二次状态和控制输入成本之和的期望标准（算法,2000,2007）.我们也可以包括在设计水平的变异如边界上的predictedfuture状态和输入这是一种可能的方式施加软状态的限制,是在精神上相似的合成机会约束,例如,在克莱因haneveld（1983）和克莱因haneveld和Van der vlerk（2006）.