摘要
基于输入输出模型的广义预测控制与基于状态空间模型的滚动优化控制之间的关系还没有被人们所认识.本文基于CARMA模型及其等价的状态空间模型,建立了多变量广义预测控制算法的各种等价形式;给出了一种多变量滚动式的LQG控制算法;建立了随机多变量系统的广义预测控制与LQG控制之间的关系,导出了闭环系统特性方程,从而为分析多变量广义预测控制系统的稳定性和鲁棒性奠定了基础.
The relationship between multivariable GPC (Generalized Predictive Control) and receding horizon LQG control is not yet fully understood [1,4,7]. Incomplete understanding affects adversely the full exploitation of multivariable GPC. In order to gain complete understanding, solution to the multivariable GPC design problem is presented in a stochastic framework. Also for gaining complete understanding, a receding horizon LQG control method is developed. Then the receding horizon LQG is shown to be exactly the same as the GPC solution. After the equality relation between GPC and receding horizon LQG is established, it is now possible to exploit fully multivariable GPC. One and the most important example is that the stability result of receding horizon LQG control can be untilized for the study of stability property of GPC.
出处
《西北工业大学学报》
EI
CAS
CSCD
北大核心
1993年第3期331-338,共8页
Journal of Northwestern Polytechnical University
基金
国家教委博士点基金(CJ080301)
关键词
预测控制
LQG控制
广义
滚动式
predictive control
LQG control
multivariable control
