IEEE Access · 2019 · 14 citations · 32 references
EngineeringMathematicsRobotics EngineeringAutonomous VehiclesOptimizationStochastic ModelingController DesignModel Predictive ControlOptimization Under UncertaintySetpoint TrackingStochastic ControlStochastic OptimizationChance ConstraintsChance-constrained OptimizationConditional Value-at-risk OptimizationConstraintsSecond-order Cone ProgrammingStochastic Constrained OptimizationStochastic Model Predictive ControlUnmanned Surface Vessel Control
An unmanned surface vehicles (USV) set point tracking problem is investigated in this paper. The stochastic model predictive control (SMPC) scheme is utilized to design the controller in order to reject the environment disturbances and meet the physical constraints. The design problem is formulated as a chance-constrained stochastic optimization problem, which is non-convex. Thus, the problem is computationally prohibitive. For this, the convex conditional value at risk (CVaR) approximation is introduced to convert the chance constraints into deterministic convex constraints. The converted constraints are then further transformed into the second order cone (SOC) constraints. Therefore, the proposed method is computationally tractable and hence can be implemented online. A numerical example is provided to illustrate the effectiveness of the proposed method.
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Model predictive heuristic control
Jean‐Paul Richalet, A. Rault, J.L. Testud et al. · Automatica · 1978 · 2K citations
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen, Melvyn Sim, Jie Sun et al. · Operations Research · 2009 · 319 citations