摘要
本文以优化理论为基础,提出了一种新的有约束的广义预测控制算法和一般的有约束的预测控制算法相比,它不用取初始可行点;也不用求矩阵的逆,减少了计算量和存储量.文中在一定的温和条件下,证明了算法的收敛性,并给出了算法的三个收敛性定理.最后给出算例,结合MATLAB数值试验结果验证了这一算法的有效性..
This paper gives a new algorithm of generalized predicative control with constraints based on optimization. It need not find the beginning feasible point and compute the version of the matrix. It reduces the volume of computation and memory. Then it proves the astringency and gives three theorems on astringency. At last,an example,which is computed by matlab,proves the feasibility of the algorithm.
出处
《数学理论与应用》
2007年第4期19-22,共4页
Mathematical Theory and Applications
关键词
广义预测控制
约束
K-T点
罚函数
generalized predicative control
constraint
K-T point
penalty function