论文标题
与随机植物参数变化的线性系统的频率约束随机控制
Chance Constrained Stochastic Optimal Control for Linear Systems with Time Varying Random Plant Parameters
论文作者
论文摘要
我们为线性系统提出了一个开放循环控制方案，并在工厂的状态矩阵中具有时变随机元素。本文重点介绍了潜在的时间变化目标集的联合机会限制。在假设有限和已知的期望和方差的假设下，我们使用单方面的Vysochanskij-petunin不平等，将关节机会限制重新制定为可聊天的形式。我们在带有随机负载和风能产生的两驾驶电源系统上演示了我们的方法。我们将方法与情况方法进行比较。我们表明，所提出的方法具有较高的求解时间和优惠的最佳考虑。
We propose an open loop control scheme for linear systems with time-varying random elements in the plant's state matrix. This paper focuses on joint chance constraints for potentially time-varying target sets. Under assumption of finite and known expectation and variance, we use the one-sided Vysochanskij-Petunin inequality to reformulate joint chance constraints into a tractable form. We demonstrate our methodology on a two-bus power system with stochastic load and wind power generation. We compare our method with situation approach. We show that the proposed method had superior solve times and favorable optimally considerations.
