Title
Self-Reflective Model Predictive Control.
Abstract
This paper proposes a novel control scheme, named self-reflective model predictive control (MPC), which takes its own limitations in the presence of process noise and measurement errors into account. In contrast to existing output-feedback MPC and persistently exciting MPC controllers, the proposed self-reflective MPC controller not only propagates a matrix-valued state forward in time in order to predict the variance of future state estimates, but it also propagates a matrix-valued adjoint state backward in time. This adjoint state is used by the controller to compute and minimize a second order approximation of its own expected loss of control performance in the presence of random process noise and inexact state estimates. The properties of the proposed controller are illustrated with a small but nontrivial case study.
Year
DOI
Venue
2017
10.1137/15M1049865
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
optimal control,model predictive control,optimal experiment design,dual control
Expected loss,Mathematical optimization,Control theory,Optimal control,Control theory,Model predictive control,Process noise,Stochastic process,Orders of approximation,Mathematics,Observational error
Journal
Volume
Issue
ISSN
55
5
0363-0129
Citations 
PageRank 
References 
1
0.35
16
Authors
4
Name
Order
Citations
PageRank
Boris Houska121426.14
Dries Telen2204.08
Filip Logist36410.75
Jan F Van Impe4143.45