Particle predictive control

DOI10.1016/j.jspi.2010.11.025zbMath1207.62235OpenAlexW2105371730MaRDI QIDQ629104

Juan-Miguel Gracia

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/20051

zbMATH Keywords

stochastic controlMarkov chain Monte Carlomodel predictive controlmoving horizon controlparticle filterSAME algorithm

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Optimal stochastic control (93E20) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation ⋮ PF-MPC: particle filter-model predictive control

Cites Work

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• Filtering via Simulation: Auxiliary Particle Filters
• Particle Markov Chain Monte Carlo Methods
• Equation of State Calculations by Fast Computing Machines
• On the stability of receding horizon control with a general terminal cost
• A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information

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