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# MPC-

.
,
,

.
-
,
.
,

:

~
~~
~
~
x[k + 1] = A~
x[k ] + Bu
[k ] + Hd[k ],
~
~
y[k ] = C~
x[k ] + w[k ].

(1)

k = 0,1,2,... ,
~[ k ] E m ~
y[k ] Er
t = k t , t . ~x[k ] E n , u
, (
) t = k t , d[k ] E nd
, w[k ] E r .
~ ~ ~ ~
A , B , H C .
(1)

## x[i + 1] = Ax[i ] + Bu[i ], i = k + j ,

y[i ] = Cx[i ],

j = 0,1,2,..., x[ k ] = ~
x[ k ],

(2)

, ,
(1). ,
~ ~ ~
A , B C A , B C
(1), .
(2) j = 0
~

,
x[ k ]
k - .
,
(2) x [ k ] . ,
~[i ] = u[i] i = k , k + 1,..., k + P.
u

(3)

j =1

## + u [k + j 1]Q k + j u[k + j 1]},

T

R k + j Q k + j ,
T

T

## u = (u[k ] u[k + 1] ... u[k + P 1]) E mP

J k = J k (y (u ), u ) = J k (u ) min
mP

(4)

(5)

uE

u[i] ,
(3) .
, (3)
u ,
.

(5), .
,
.
1. :

u min
u j [i ] u max
, i = k , k + P 1, j = 1, m ,
j
j

(6)

u min ,u max , .
. ,
.
,
. ,
.
2. :

u min
u j [i ] u max
, i = k , k + P 1, j = 1, m,
j
j

(7)

u min , u max , ,
u[i ] = u[i ] u[i 1].
3. () :

y min
y j [i ] y max
j
j , i = k , k + P 1, j = 1, r ,

(8)

y min , y max .
(6)(8),

T

## umin = (u min u min ) E mP , umax = (u max u max ) E mP ,

umin = (u min u min ) T E mP ,

.
,
u ,
.
(6) . ,
:

Au u bu ,

(9)

0
0
E mxm

!
0
0
0
0 E mxm
2mP mP ,
A u =
0
E mxm 0
0
!
0

mxm

u max
E 2 mP .
b u =
min
u
(
(7)). u[k ] k -
u[k ]:

## u[k ] = u[k ] u[k 1] .

, k + 1,..., k + P 1

## u[k + 1] = u[k + 1] u[k ],

u[k + P 1] = u[k + P 1] u[k + P 2],

u = M 0 u + M1u[k 1],

(10)

E mxm

E mxm
M 0 =
"

0
E mxm
!

E mxm

0
E mxm

"
0
, M1 =
.
!
0

0
E mxm

(10), (7)
:

A u u b u + bu u[ k 1],

(11)

u max
M
M1

,
b
=
A u = 0 , b u =

u
min

M
M
1
0

u
, (11) ,
(k 1) - .
(
(8)). ,
u y
:

y = Lx k + M u ,

(12)

L M ,
0
... 0
CA
CB

2
CB
... 0
CA ,
CAB
.
L =
M =
...
...
...
... ...

P
P 1
P2
CA
CA
B
CA
B
...
CB

(12), (8), ,
u

A y u b y + bu x[k ],

(13)

y max
M
L
, b y = min , bu =
.
A y =
L

, (13)
, x[k ] .

## (9), (11) (13),

u , (6)(8):

Au b ,

(14)

b u 0
0
A u

A = A u , b = b u + bu u[ k 1] + 0 x[ k ] .
A
b 0
b '

y
y
y
(14)
u
. :

= { u E mP : Au b }.

(15)

, (3)
u y (4).
T

J k = J k (u ) = (y r ) R(y r ) + u T Qu ,

(16)

## R = diag (R k +1 R k +2 ... R k + P ), Q = diag (Q k +1 Q k +2 ... Q k + P ).

(16) (12)
,

J k = J k (u ) = u T Hu + 2f T u + g ,

(17)

H = M T RM + Q , f = M T RLx[k ] M T Rr , g = const .
, (17)
H . , -
R Q ,

z T Hz = z T (M T RM + Q )z = z T M T RMz + z T Qz = ~z T R~z + z T Qz 0 , z E mP ,
, z = 0 .
(5)
:

J k = J k (u ) = u T Hu + 2f T u + g minmP .

(18)

u E

(15) u . (18)

T
u* = (u*[k ] u*[k + 1] u*[k + P 1] ) . MPC u*[k ]
.
.
, (18)

.
, ,
.

, ,
Optimization Toolbox MATLAB. ,

.
,

( ).
,
~[k ] = u[k ] = f (k , ~
MPC- u
x[k ]) , ,
,
.
, , ,
.
, MPC- :
1) ,
(18);
2) MPC-
, ;
3) MPC-

.

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