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Acknowledgments |
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1 | (2) |
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3 | (8) |
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2.1 Emergence of optimal control |
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3 | (1) |
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2.2 MPC as receding-horizon optimization |
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4 | (1) |
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2.3 Current limitations in MPC |
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4 | (1) |
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2.4 Notational and mathematical preliminaries |
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5 | (1) |
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2.5 Brief review of optimal control |
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6 | (5) |
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2.5.1 Variational approach: Euler, Lagrange & Pontryagin |
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6 | (2) |
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2.5.2 Dynamic programming: Hamilton, Jacobi, & Bellman |
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8 | (1) |
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2.5.3 Inverse-optimal control Lyapunov functions |
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9 | (2) |
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3 Review of nonlinear MPC |
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11 | (12) |
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3.1 Sufficient conditions for stability |
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12 | (1) |
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3.2 Sampled-data framework |
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12 | (2) |
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3.2.1 General nonlinear sampled-data feedback |
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12 | (1) |
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13 | (1) |
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3.2.3 Computational delay and forward compensation |
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14 | (1) |
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3.3 Computational techniques |
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14 | (6) |
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3.3.1 Single-step SQP with initial-value embedding |
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16 | (1) |
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3.3.2 Continuation methods |
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17 | (2) |
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3.3.3 Continuous-time adaptation for 2-stabilized systems |
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19 | (1) |
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3.4 Robustness considerations |
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20 | (3) |
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4 A real-time nonlinear MPC technique |
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23 | (24) |
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23 | (1) |
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4.2 Problem statement and assumptions |
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24 | (3) |
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27 | (2) |
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4.3.1 Incorporation of state constraints |
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27 | (1) |
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4.3.2 Parameterization of the input trajectory |
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28 | (1) |
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4.4 General framework for real-time MPC |
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29 | (4) |
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4.4.1 Description of algorithm |
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29 | (2) |
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4.4.2 A notion of closed-loop "solutions" |
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31 | (1) |
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32 | (1) |
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4.5 Flow and jump mappings |
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33 | (3) |
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4.5.1 Improvement by υ: the SD approach |
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33 | (1) |
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4.5.2 Improvement by ψ a real-time approach |
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34 | (2) |
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4.5.3 Other possible definitions for ψ and υ |
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36 | (1) |
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4.6 Computing the real-time update law |
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36 | (2) |
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4.6.1 Calculating gradients |
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36 | (1) |
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4.6.2 Selecting the descent metric |
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37 | (1) |
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38 | (3) |
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38 | (1) |
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39 | (2) |
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41 | (1) |
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42 | (5) |
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4.9.1 Proof of Claim 4.2.2 |
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42 | (1) |
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4.9.2 Proof of Lemma 4.3.2 |
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43 | (1) |
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4.9.3 Proof of Corollary 4.3.6 |
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43 | (1) |
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4.9.4 Proof of Theorem 4.4.4 |
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44 | (3) |
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5 Extensions for performance improvement |
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47 | (24) |
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5.1 General input parameterizations, and optimizing time support |
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47 | (15) |
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5.1.1 Revised problem setup |
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48 | (1) |
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5.1.2 General input parameterizations |
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49 | (1) |
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5.1.3 Requirements for the local stabilizer |
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49 | (3) |
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5.1.4 Closed-loop hybrid dynamics |
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52 | (2) |
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54 | (1) |
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5.1.6 Simulation Example 5.1 |
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55 | (1) |
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5.1.7 Simulation Example 5.2 |
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56 | (6) |
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5.2 Robustness properties in overcoming locality |
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62 | (9) |
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5.2.1 Robustness properties of the real-time approach |
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62 | (3) |
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5.2.2 Robustly incorporating global optimization methods |
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65 | (2) |
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5.2.3 Simulation Example 5.3 |
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67 | (4) |
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6 Introduction to adaptive robust MPC |
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71 | (26) |
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6.1 Review of NMPC for uncertain systems |
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71 | (5) |
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6.1.1 Explicit robust MPC using open-loop models |
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72 | (1) |
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6.1.2 Explicit robust MPC using feedback models |
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73 | (2) |
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6.1.3 Adaptive approaches to MPC |
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75 | (1) |
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6.2 An adaptive approach to robust MPC |
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76 | (2) |
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6.3 Minimally conservative approach |
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78 | (2) |
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6.3.1 Problem description |
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78 | (2) |
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6.4 Adaptive robust controller design framework |
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80 | (4) |
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6.4.1 Adaptation of parametric uncertainty sets |
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80 | (1) |
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6.4.2 Feedback-MPC framework |
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81 | (1) |
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6.4.3 Generalized terminal conditions |
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82 | (1) |
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6.4.4 Closed-loop stability |
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83 | (1) |
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6.5 Computation and performance issues |
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84 | (1) |
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6.5.1 Excitation of the closed-loop trajectories |
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84 | (1) |
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6.5.2 A practical design approach for W and Xf |
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84 | (1) |
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85 | (3) |
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88 | (1) |
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89 | (1) |
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89 | (8) |
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6.9.1 Proof of Theorem 6.4.6 |
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89 | (2) |
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6.9.2 Proof of Proposition 6.5.1 |
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91 | (1) |
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6.9.3 Proof of Claim 6.6.1 |
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92 | (1) |
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6.9.4 Proof of Proposition 6.6.2 |
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93 | (4) |
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7 Computational aspects of robust adaptive MPC |
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97 | (30) |
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97 | (1) |
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7.2 Adaptive robust design framework |
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98 | (9) |
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7.2.1 Method for closed-loop adaptive control |
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98 | (4) |
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7.2.2 Finite-horizon robust MPC design |
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102 | (3) |
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7.2.3 Stability of the underlying robust MPC |
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105 | (2) |
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7.3 Internal model of the identifier |
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107 | (3) |
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7.4 Incorporating asymptotic filters |
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110 | (1) |
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111 | (6) |
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112 | (1) |
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112 | (2) |
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114 | (2) |
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116 | (1) |
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117 | (1) |
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117 | (10) |
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7.7.1 Proof of Proposition 7.2.2 |
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117 | (2) |
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7.7.2 Proof of Theorem 7.2.8 |
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119 | (3) |
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7.7.3 Proof of Claim 7.3.5 |
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122 | (1) |
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7.7.4 Proof of Proposition 7.3.6 |
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123 | (2) |
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7.7.5 Proof of Corollary 7.3.8 |
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125 | (2) |
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8 Finite-time parameter estimation in adaptive control |
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127 | (12) |
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127 | (1) |
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8.2 Problem description and assumptions |
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128 | (1) |
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8.3 FT parameter identification |
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129 | (3) |
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131 | (1) |
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132 | (2) |
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134 | (1) |
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8.5.1 Dither signal removal |
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135 | (1) |
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135 | (3) |
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135 | (1) |
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135 | (3) |
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138 | (1) |
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9 Performance improvement in adaptive control |
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139 | (8) |
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139 | (1) |
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9.2 Adaptive compensation design |
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139 | (2) |
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9.3 Incorporating adaptive compensator for performance improvement |
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141 | (1) |
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142 | (1) |
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143 | (3) |
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146 | (1) |
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10 Adaptive MPC for constrained nonlinear systems |
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147 | (18) |
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147 | (1) |
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148 | (1) |
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10.3 Estimation of uncertainty |
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148 | (3) |
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10.3.1 Parameter adaptation |
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148 | (1) |
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149 | (2) |
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10.4 Robust adaptive MPC---a min--max approach |
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151 | (2) |
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10.4.1 Implementation algorithm |
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151 | (1) |
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10.4.2 Closed-loop robust stability |
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152 | (1) |
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10.5 Robust adaptive MPC---a Lipschitz-based approach |
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153 | (3) |
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10.5.1 Prediction of state error bound |
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154 | (1) |
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10.5.2 Lipschitz-based finite horizon optimal control problem |
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154 | (1) |
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10.5.3 Implementation algorithm |
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155 | (1) |
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156 | (2) |
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10.6.1 FTI-based min--max approach |
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156 | (1) |
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10.6.2 FTI-based Lipshitz-bound approach |
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157 | (1) |
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158 | (2) |
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160 | (1) |
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10.9 Proofs of main results |
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160 | (5) |
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10.9.1 Proof of Theorem 10.4.4 |
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160 | (3) |
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10.9.2 Proof of Theorem 10.5.3 |
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163 | (2) |
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11 Adaptive MPC with disturbance attenuation |
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165 | (12) |
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165 | (1) |
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11.2 Revised problem set-up |
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165 | (1) |
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11.3 Parameter and uncertainty set estimation |
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166 | (3) |
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166 | (1) |
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11.3.2 Parameter adaptation |
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166 | (2) |
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168 | (1) |
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169 | (2) |
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169 | (1) |
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11.4.2 Lipschitz-based approach |
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170 | (1) |
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11.5 Closed-loop robust stability |
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171 | (1) |
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172 | (1) |
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172 | (1) |
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173 | (4) |
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12 Robust adaptive economic MPC |
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177 | (24) |
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177 | (2) |
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179 | (1) |
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12.3 Set-based parameter estimation routine |
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180 | (3) |
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12.3.1 Adaptive parameter estimation |
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180 | (1) |
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181 | (2) |
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12.4 Robust adaptive economic MPC implementation |
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183 | (9) |
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12.4.1 Alternative stage cost in economic MPC |
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183 | (3) |
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12.4.2 A min--max approach |
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186 | (2) |
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188 | (2) |
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12.4.4 Lipschitz-based approach |
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190 | (2) |
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192 | (7) |
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12.5.1 Terminal penalty and terminal set design |
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193 | (6) |
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199 | (2) |
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13 Set-based estimation in discrete-time systems |
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201 | (14) |
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201 | (1) |
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202 | (1) |
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13.3 FT parameter identification |
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203 | (1) |
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13.4 Adaptive compensation design |
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204 | (1) |
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13.5 Parameter uncertainty set estimation |
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205 | (5) |
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205 | (3) |
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208 | (2) |
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210 | (3) |
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13.6.1 FT parameter identification |
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211 | (1) |
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13.6.2 Adaptive compensation design |
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211 | (2) |
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13.6.3 Parameter uncertainty set estimation |
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213 | (1) |
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213 | (2) |
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14 Robust adaptive MPC for discrete-time systems |
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215 | (22) |
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215 | (1) |
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215 | (1) |
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14.3 Parameter and uncertainty set estimation |
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216 | (2) |
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14.3.1 Parameter adaptation |
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216 | (1) |
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217 | (1) |
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218 | (3) |
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14.4.1 A min--max approach |
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218 | (1) |
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14.4.2 Lipschitz-based approach |
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219 | (2) |
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14.5 Closed-loop robust stability |
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221 | (2) |
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221 | (2) |
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223 | (12) |
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14.6.1 Open-loop tests of the parameter estimation routine |
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225 | (3) |
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14.6.2 Closed-loop simulations |
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228 | (3) |
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14.6.3 Closed-loop simulations with disturbances |
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231 | (4) |
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235 | (2) |
Bibliography |
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237 | (12) |
Index |
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