MPC-Based Approximation of Dual Control by Information Maximization
J. Rathouský, V. Havlena
Czech Technical University in Prague
Abstract
This paper proposes multiple-step active control algorithms based on MPC approach that approximate persistent system excitation in terms of the increase of the lowest eigenvalue of the parameter estimate information matrix. It is shown how the persistent excitation condition is connected with a proposed concept of stability of a system with uncertain parameters. Unlike similar methods, the proposed algorithms predict the information matrix for more than one step of control. The problem is formulated as an MPC problem with an additional constraint on the information matrix. This constraint makes the problem non-convex, thus only locally optimal solutions are guaranteed.
Full paper
Session
Model Predictive Control (Poster)
Reference
Rathouský, J.; Havlena, V.: MPC-Based Approximation of Dual Control by Information Maximization. Editors: Fikar, M. and Kvasnica, M., In Proceedings of the 18th International Conference on Process Control, Tatranská Lomnica, Slovakia, June 14 – 17, 247–252, 2011.
BibTeX
@inProceedings{pc2011-099, | ||
author | = { | Rathousk\'y, J. and Havlena, V.}, |
title | = { | MPC-Based Approximation of Dual Control by Information Maximization}, |
booktitle | = { | Proceedings of the 18th International Conference on Process Control}, |
year | = { | 2011}, |
pages | = { | 247-252}, |
editor | = { | Fikar, M. and Kvasnica, M.}, |
address | = { | Tatransk\'a Lomnica, Slovakia}, |
publisher | = { | Slovak University of Technology in Bratislava}, |
url | = { | http://www.kirp.chtf.stuba.sk/pc11/data/papers/099.pdf}} |