Control with Disturbance Preview and Online Optimization

Jarvis-Wloszek, Zachary
Philbrick, Douglas
Kaya, M. Alpay
Packard, Andrew
Balas, Gary J.
2004-02
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Control with Disturbance Preview and Online Optimization

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2004-02

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Institute of Electrical and Electronic Engineers

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We present an intuitive and self-contained formulation of a stability preserving receding horizon control strategy for a system where limited preview information is available for the disturbances. The simplicity of the derivation is due to (and its benefits somewhat offset by) a set of stringent and highly structured assumptions. The formulation uses a suboptimal value function for terminal cost, and relies on optimization strategies that only require a trivial improvement property, allowing implementation as an “anytime” algorithm. The nature of this strategy’s performance is clarified with linear examples.

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Jarvis-Wloszek, Z., Philbrick, D., Kaya, M. A., and Balas, G. J. (2004). "Control with Disturbance Preview and Online Optimization." IEEE Transactions on Automatic Control. 49(2), 266-270.

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Jarvis-Wloszek, Zachary; Philbrick, Douglas; Kaya, M. Alpay; Packard, Andrew; Balas, Gary J.. (2004). Control with Disturbance Preview and Online Optimization. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/37265.

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