A Stochastic Deterministic Model Predictive Control: Its Accuracy

  • Authors:

  • V. N. Fetisov

  • Affiliations:

  • Scientific Research Institute for Precision Instrument Building, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2002

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Abstract

The loss in control quality due to the use of a suboptimal deterministic model predictive control for a stochastic object is evaluated. Special attention is paid to the estimation of prediction bias in stochastic deterministic-predictive control. The results are illustrated by an example of a stochastic deterministic model predictive control for missing data.