Predictive Control under Uncertainty

From Conceptual Aspects to Computational Approaches

By (author) Matthias Lorenzen

Image coming soon

Extent: 153 pages

Publisher: Logos Verlag Berlin

Subjects: Technical Sciences: Computer Science, Engineering, IT, & Math

Language: German

Paperback (Published)

(September 2019)

ISBN: 9783832549800

5.71 x 8.27 inches

Price: $60.00

Out of stock

Add to cart -
back order

This thesis addresses constrained control of systems under stochastic disturbances and model uncertainty. In particular, stochastic and adaptive model predictive control (MPC) algorithms that solve such problems are presented and studied. Given a stochastic disturbance model, the focus is put on chance constraints, tractable approximations, and their implication on feasibility of the online optimization in a receding horizon framework. For systems with model uncertainty, online parameter identification to reduce conservatism and improve closed-loop performance is addressed. More specifically, building upon the analysis of conceptual aspects, we develop computational approaches for linear systems with additive and multiplicative disturbances. The analysis of a non-conservative, computationally tractable relaxation of chance constraints leads to an important separation of sufficient conditions for feasibility and stability. The latter is of particular interest for rigorously applying approximations, such as finite sample approximations, to solve the online stochastic optimal control problem. We discuss the differences between online and offline sampling approximations and, for systems that are linear in the state and input variables, provide explicit bounds on the sample complexity to guarantee satisfaction of chance constraints with a user chosen confidence. The proposed algorithms provide rigorous guarantees for relevant properties like feasibility of the online optimization, constraint satisfaction, and convergence of the closed-loop system.

  • By (author) Matthias Lorenzen

Similar Books

Book cover: The New Other The New Other

Alien Intelligence and the Innovation Drive

By (author) Amy Levy

Book cover: Transitive Media [Philosophy] Transitive Media [Philosophy]

Think(er)ing Technologies in Real-Time

By (author) Wolfgang Ernst

Book cover: Care in an Era of New Technologies and Artificial Intelligence Care in an Era of New Technologies and Artificial Intelligence

Relationships in a Connected World

Volume 14

By (author) V. Nurock

Book cover: City in the Cloud – Data on the Ground City in the Cloud – Data on the Ground

The Architecture of Data

Edited by Damjan Kokalevski Edited by Andres Lepik Edited by Cara Hähl-Pfeifer Contributions by James…

Book cover: Global Histories of Video Game Music Technology Global Histories of Video Game Music Technology

Volume 8

Edited by Karen M. Cook Edited by William Bibbons Edited by Fanny Rebillard

Book cover: Natural Resources in Early Modern Economies of Knowledge Natural Resources in Early Modern Economies of Knowledge

Volume 40

edited by Pietro Daniel Omodeo and Helge Wendt

Book cover: Physical Characterization of Coatings Physical Characterization of Coatings

Introduction to Rheology and Surface Analysis

By (author) Michael Osterhold

Book cover: The Physics of the Mind The Physics of the Mind

New Perspectives for Psychotherapists, Healers and Seekers

By (author) Phil Mollon

Book cover: Buchblogs zwischen Passion und Profession Buchblogs zwischen Passion und Profession

Zur Diskursivierung digitaler literaturbezogener Anschlusskommunikation als Arbeit

Volume 5

by Kristina Petzold

Book cover: Falschung, Betrug, Beliebigkeit Falschung, Betrug, Beliebigkeit

der Vertrauensverlust der Wissenschaft

by Manfred Velden

Book cover: Articulations of the Nuclear Articulations of the Nuclear

Postwar Japan under the Spell of the Atomic Age

Volume 13

edited by Stephan Kohn and Katharina Hulsmann

Book cover: Artificial Morality Artificial Morality

An Exploration of Moral Machines

Volume 4

by Andrei Nutas

Book cover: Decameter Radio Emission of the Sun Decameter Radio Emission of the Sun

edited by Valentin Nikolayevich Melnik and Helmut O. Rucker

Book cover: Development of a telemetry system for monitoring piston characteristics inside combustion engines Development of a telemetry system for monitoring piston characteristics inside combustion engines

By (author) Paul Lagaly

Book cover: Global History of Techniques Global History of Techniques

(19th-21st Centuries)

Volume 9

Edited by Guillaume Carnino Edited by Liliane Hilaire-Perez Edited by Jerome Lamy

Book cover: Language, Technology, Humanities in Society 5.0 Language, Technology, Humanities in Society 5.0

Edited by Maria Banaś Edited by Grzegorz Wlaźlak

Book cover: Numbers, Measures, and the Transfer of Goods in Prehistory Numbers, Measures, and the Transfer of Goods in Prehistory

Volume 6

Edited by Philippe Della Casa Edited by Aleksander Dzbyński

Book cover: On the Scattering Behavior of Dielectric Corner Reflectors in Distributed Radar Systems On the Scattering Behavior of Dielectric Corner Reflectors in Distributed Radar Systems

By (author) Christian Alexander Buchberger

Book cover: Proceedings of the 7th Symposium of the Hellenic Society for Archaeometry Proceedings of the 7th Symposium of the Hellenic Society for Archaeometry

Archaeology Archaeometry: 30 Years Later

Edited by Eleni Filippaki

Book cover: RNA Made Simple RNA Made Simple

The Essential Guide to Extraction

By (author) Christian Siadjeu By (author) Dirk C Albach

Book cover: Route and Operating Optimization of Maritime Vessels Using Machine Learning Techniques Route and Operating Optimization of Maritime Vessels Using Machine Learning Techniques

By (author) Mohammad Hossein Moradi

Book cover: Short-Term Load Forecasting using Machine Learning Methods Short-Term Load Forecasting using Machine Learning Methods

Volume 7

By (author) Sylwia Henselmeyer

Book cover: Sovereign by Design Sovereign by Design

The LIONS Approach to Digital Sovereignty

Edited by Isabelle Fries Edited by Michael Grabatin Edited by Manfred Hofmeier

Book cover: The Promise and Peril of AI and IA The Promise and Peril of AI and IA

New Technology Meets Religion, Theology, and Ethics

edited by Ted Peters

Book cover: Die unsichtbare Welt Die unsichtbare Welt

Beitrage zur Weltwahrnehmung in den Wissenschaften

edited by Klaus Bohmer, Paul-Gerhard Reinhard and Dirk Evers

Book cover: A Cultural History of Silicon Valley A Cultural History of Silicon Valley

Volume 325

By (author) Neslihan Bulut

Book cover: Die Einfuhrung ins richtige Handeln in der Arithmetik (Madhal ar-rasad ila ‘ilm al-‘adad) von al-Qalasadi (st. 1486) Die Einfuhrung ins richtige Handeln in der Arithmetik (Madhal ar-rasad ila ‘ilm al-‘adad) von al-Qalasadi (st. 1486)

Bearbeitung und Einordnung in die magribinische Mathematikgeschichte

Volume 19

by Ulrich Rebstock

Book cover: I disegni e i discorsi di Giovanni Antonio Nigrone vol. I I disegni e i discorsi di Giovanni Antonio Nigrone vol. I

fontanaro e ingegniero de acqua (1585-1609 ca.)

Volume 481

by Gaia Bruno

Book cover: I disegni e i discorsi di Giovanni Antonio Nigrone vol. II I disegni e i discorsi di Giovanni Antonio Nigrone vol. II

Fontanaro e ingegniero de acqua (1585-1609 ca.)

Volume 497

edited by Gaia Bruno and David Gentilcore

Book cover: Ingenieurs mais apprentis Ingenieurs mais apprentis

Volume 32

by Arnaud Pierrel

Book cover: Analysing Data from Capacitive Floor Sensors for Human Gait Assessment Using Artificial Neural Networks Analysing Data from Capacitive Floor Sensors for Human Gait Assessment Using Artificial Neural Networks

Volume 5

By (author) Raoul Hoffmann

Book cover: Annual Report 2022 Annual Report 2022

Laboratory of Ion Beam Physics

By (author) LIBRUM Publishers & Editors

Book cover: Building and Designing Transistor Radios Building and Designing Transistor Radios

A Beginner's Guide

by R H Warring

Book cover: Building and Designing Transistor Radios Building and Designing Transistor Radios

A Beginner's Guide

by R H Warring

Book cover: Contributions to Model Predictive Active Vibration Control under Parametric Resonance Contributions to Model Predictive Active Vibration Control under Parametric Resonance

Volume 24

By (author) Joe Ismail

Book cover: Learning with Light and Shadows Learning with Light and Shadows

Educational Lantern and Film Projection, 1860-1990

Volume 8

Edited by Nelleke Teughels Edited by Kaat Wils

Book cover: Modeling Methods for Process Induced Distortions of CFRP-Parts produced in the Prepreg-Autoclave-Process Modeling Methods for Process Induced Distortions of CFRP-Parts produced in the Prepreg-Autoclave-Process

Volume 20

By (author) Tim Frerich

Book cover: Non-Intrusive Methodologies for Large Area Urban Research Non-Intrusive Methodologies for Large Area Urban Research

Edited by Ian Haynes Edited by Thea Ravasi Edited by Stephen Kay Edited by Salvatore…

Book cover: Performance Management in Humanitarian Logistics Performance Management in Humanitarian Logistics

Development of a Process-driven and IT-supported Performance Measurement System

Volume 66

By (author) Adam Widera

Book cover: Real-Time Auralisation of Outdoor Sound Propagation Real-Time Auralisation of Outdoor Sound Propagation

Volume 39

By (author) Jonas Stienen

Book cover: Supporting Operational and Real-time Planning Tasks of Road Freight Transport with Machine Learning Supporting Operational and Real-time Planning Tasks of Road Freight Transport with Machine Learning

Guiding the Implementation of Machine Learning Algorithms

Volume 69

By (author) Sandra Lechtenberg

Book cover: World War Two Simulated World War Two Simulated

Digital Games and Reconfigurations of the Past

by Curtis D. Carbonell