Particle predictive control

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dc.contributor.author De Villiers, Johan Pieter
dc.contributor.author Godsill, S.J.
dc.contributor.author Singh, S.S.
dc.date.accessioned 2012-10-05T14:12:31Z
dc.date.available 2012-10-05T14:12:31Z
dc.date.issued 2011-05
dc.description.abstract This work explores the use of sequential and batch Monte Carlo techniques to solve the nonlinear model predictive control (NMPC) problem with stochastic system dynamics and noisy state observations. This is done by treating the state inference and control optimisation problems jointly as a single artificial inference problem on an augmented state-control space. The methodology is demonstrated on the benchmark car-up-the-hill problem as well as an advanced F-16 aircraft terrain following problem. en_US
dc.description.librarian ai2013
dc.description.uri http://www.elsevier.com/locate/jspi en_US
dc.identifier.citation J.P. de Villiers, S.J. Godsill & S.S. Singh, Particle predictive control, Journal of Statistical Planning and Inference, vol. 141, no. 5, pp. 1753-1763 (2011), doi: 10.1016/j.jspi.2010.11.025. en_US
dc.identifier.issn 0378-3758 (print)
dc.identifier.issn 1873-1171 (online)
dc.identifier.other 10.1016/j.jspi.2010.11.025
dc.identifier.uri http://hdl.handle.net/2263/20051
dc.language.iso en en_US
dc.publisher Elsevier en_US
dc.rights © 2010 Elsevier. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Journal of Statistical Planning and Inference. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Statistical Planning and Inference, vol 141, issue 5, May 2011, doi:10.1016/j.jspi.2010.11.025. en_US
dc.subject Stochastic control en_US
dc.subject Particle filter en_US
dc.subject SAME algorithm en_US
dc.subject Model predictive control en_US
dc.subject Moving horizon control en_US
dc.subject Markov chain Monte Carlo en_US
dc.subject.lcsh Predictive control en
dc.subject.lcsh Monte Carlo method en
dc.subject.lcsh Markov processes en
dc.title Particle predictive control en_US
dc.type Postprint Article en_US


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