Receding Horizon Control-Based Stabilization of Discrete-Time Stochastic Systems With State Delay

被引：0
作者：
Liu, Xiaohua [1 ]
Wang, Xiaojing [1 ]
Gao, Rong [1 ]
机构：
[1] Ludong Univ, Sch Math & Stat Sci, Yantai 264025, Peoples R China
来源：
IEEE ACCESS | 2019年 / 7卷
基金：
中国国家自然科学基金;
关键词：
Delays; Stochastic systems; Stability criteria; Cost function; Asymptotic stability; Power system stability; Receding horizon control; stochastic system; state delay; stabilization; LINEAR-SYSTEMS; H-INFINITY; STABILITY;
D O I：
10.1109/ACCESS.2019.2942055
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 stabilization of receding horizon control (RHC) for a class of discrete-time stochastic systems with multiple state delay is concerned. Firstly, a cost function with the type of conditional expectation is designed. Secondly, the sufficient RHC stabilization condition has been obtained in terms of a linear matrix inequalities (LMI). And under some appropriate assumptions, it is shown that the stochastic system with state delay can be stabilized in the mean square sense if the terminal weighting matrices satisfy the given inequalities. Lastly, the explicit stabilizing controller is derived by solving a finite horizon optimal control problem. Numerical examples show that the proposed RHC can effectively stabilize stochastic systems with state delay.
引用
收藏
页码：136232 / 136238
页数：7
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