Journal article
Nonlinear Model Predictive Control for Stochastic Differential Equation Systems
Department of Applied Mathematics and Computer Science, Technical University of Denmark1
Dynamical Systems, Department of Applied Mathematics and Computer Science, Technical University of Denmark2
Scientific Computing, Department of Applied Mathematics and Computer Science, Technical University of Denmark3
CITIES - Centre for IT-Intelligent Energy Systems, Centers, Technical University of Denmark4
Using the Van der Pol oscillator model as an example, we provide a tutorial introduction to nonlinear model predictive control (NMPC) for systems governed by stochastic differential equations (SDEs) that are observed at discrete times. Such systems are called continuous-discrete systems and provides a natural representation of systems evolving in continuous-time.
Furthermore, this representation directly facilities construction of the state estimator in the NMPC. We provide numerical details related to systematic model identification, state estimation, and optimization of dynamical systems that are relevant to the NMPC.
| Language: | English |
|---|---|
| Year: | 2018 |
| Pages: | 430-435 |
| ISSN: | 14746670 , 24058971 and 24058963 |
| Types: | Journal article |
| DOI: | 10.1016/j.ifacol.2018.11.071 |
| ORCIDs: | Brok, Niclas Laursen , Madsen, Henrik and Jørgensen, John Bagterp |
