Complexity reduction in MPC for stochastic max-plus-linear systems by variability expansion


Reference:

T.J.J. van den Boom, B. De Schutter, and B. Heidergott, "Complexity reduction in MPC for stochastic max-plus-linear systems by variability expansion," Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, pp. 3567-3572, Dec. 2002.

Abstract:

Model predictive control (MPC) is a popular controller design technique in the process industry. Conventional MPC uses linear or nonlinear discrete-time models. Recently, we have extended MPC to a class of discrete event systems that can be described by a model that is "linear" in the max-plus algebra. In our previous work we have considered MPC for the perturbations-free case and for the case with noise and/or modeling errors in a bounded or stochastic setting. In this paper we consider a method to reduce the computational complexity of the resulting optimization problem, based on variability expansion. We show that the computational load is reduced if we decrease the level of "randomness" in the system.

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Bibtex entry:

@inproceedings{vanDeS:02-007,
author={T.J.J. van den Boom and B. {D}e Schutter and B. Heidergott},
title={Complexity reduction in {MPC} for stochastic max-plus-linear systems by variability expansion},
booktitle={Proceedings of the 41st IEEE Conference on Decision and Control},
address={Las Vegas, Nevada},
pages={3567--3572},
month=dec,
year={2002}
}


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