On Predictive Control for Systems with Information Structured Constraints

Abstract

In this paper, we investigate a predictive control problem with information structured constraints motivated by control of micro grid. A system with information structures is defined as a system in which each subsystem collects spatio-temporally different information. For the system, we consider a predictive control law and the finite time con- strained optimization problem to be solved online is reduced to a deterministic convex programming problem. Then, we reduce a control problem for a simple micro grid system to the framework and the effectiveness of the proposed control and estimation law is demonstrated through a numerical simulation. The main objective of this paper is thus to present a pre- dictive control scheme, which is known to be a useful control methodology (22),(23) in order to meet the above requirements for systems with information structures. We first propose a pre- dictive control scheme for a finite-time optimal control prob- lem. Then, we prove that the constrained finite-time optimal control problem is reduced to a deterministic convex program- ming problem. Finally, a control problem for a simple micro grid system is shown to be reduced to the present framework and the effectiveness of the proposed control scheme is shown via a numerical simulation. The following notation is used in this paper. Z+ is the non-negative integer set, R n is the n-dimensional real space, R n is the n-dimensional non-negative real space, R m×n is the m × n-dimensional real space, E is an expectation operator, Q > 0( Q ≥ 0) means that Q is a positive (non-negative) defi- nite matrix, and Tr is a trace operator.