On Fast State-Space Algorithms for Predictive Control
International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 1, pp. 149-160
Cet article a éte moissonné depuis la source Library of Science
A Riccati-equation-based solution to a class of receding-horizon predictive control problems for an explicit-delay state-space model of an ARMAX system is found and the corresponding vector Chandrasekhar-type equations are derived for both filter and controller gains to improve the computational efficiency.
Keywords:
Riccati equation, Chandrasekhar equation, LQG control, predictive control
Mots-clés : równanie różniczkowe Riccatiego, równanie Chandrasekhara, sterowanie predykcyjne
Mots-clés : równanie różniczkowe Riccatiego, równanie Chandrasekhara, sterowanie predykcyjne
@article{IJAMCS_1999_9_1_a5,
author = {B{\l}achuta, M. J.},
title = {On {Fast} {State-Space} {Algorithms} for {Predictive} {Control}},
journal = {International Journal of Applied Mathematics and Computer Science},
pages = {149--160},
year = {1999},
volume = {9},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IJAMCS_1999_9_1_a5/}
}
Błachuta, M. J. On Fast State-Space Algorithms for Predictive Control. International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 1, pp. 149-160. http://geodesic.mathdoc.fr/item/IJAMCS_1999_9_1_a5/