Zobrazeno 1 - 10
of 71
pro vyhledávání: '"Rien Quirynen"'
Publikováno v:
IEEE Access, Vol 12, Pp 55019-55032 (2024)
Path planning for a point-mass robot moving in a cluttered two-dimensional environment is a well studied but non-trivial problem. In this paper we propose a novel computationally efficient and resolution-complete path generation method based on elect
Externí odkaz:
https://doaj.org/article/3cb8a351025f4ede99541f8358527783
Publikováno v:
ACC
The branch-and-bound optimization algorithm for mixed-integer model predictive control (MI-MPC) solves several convex quadratic program relaxations, but often the solutions are discarded based on already known integer feasible solutions. This letter
Autor:
Karl Berntorp, Rien Quirynen
Publikováno v:
IFAC-PapersOnLine. 54:76-82
Stochastic nonlinear model predictive control (SNMPC) allows to directly take model uncertainty into account, e.g., by including probabilistic chance constraints. This paper proposes linear-regression Kalman filtering to perform high-accuracy propaga
Autor:
Mohit Srinivasan, Ankush Chakrabarty, Rien Quirynen, Nobuyuki Yoshikawa, Toshisada Mariyama, Stefano Di Cairano
Publikováno v:
IFAC-PapersOnLine. 54:598-604
Publikováno v:
2022 American Control Conference (ACC).
Publikováno v:
2022 American Control Conference (ACC).
Autor:
Abraham P. Vinod, Sleiman Safaoui, Ankush Chakrabarty, Rien Quirynen, Nobuyuki Yoshikawa, Stefano Di Cairano
Publikováno v:
2022 International Conference on Robotics and Automation (ICRA).
Autor:
Rien Quirynen, Stefano Di Cairano
Publikováno v:
Optimal Control Applications and Methods. 41:2282-2307
Publikováno v:
IFAC-PapersOnLine. 53:6529-6535
This paper presents a real-time algorithm for stochastic nonlinear model predictive control (NMPC). The optimal control problem (OCP) involves a linearization based covariance matrix propagation to formulate the probabilistic chance constraints. Our
Publikováno v:
IFAC-PapersOnLine. 53:6522-6528
Interior point methods are applicable to a large class of problems and can be very reliable for convex optimization, even without a good initial guess for the optimal solution. Active-set methods, on the other hand, are often restricted to linear or