Monte-Carlo Simulations & Robustness Analysis
Updated 31 Oct 2018
These are the files for Chapter 7 for the book " Practical Design and Application of Model Predictive Control" by Elsevier (eBook ISBN: 9780128139196, Paperback ISBN: 9780128139189).
These files pertain to multiple MPC controllers for the ship navigation. In particular, we are controlling the forward speed and turning rate. In this submission Monte-Carlo simulations are run to test the designed MPC controllers. Follow the below steps to run and analyze the simulations.
Run Chapter_7_Section_2.m script that can be found in Chapter_7/Section_2. This will load and plot randomly generated current, wind and wave data.
Open Chapter_6_Multiple_MPC_Final.slx that can be found in Chapter_7/Section_4 to explore the structure of the controller+ship model.
Run Chapter_7_Section_4.m script that can be found in Chapter_7/Section_4. This will load the 12 MPC controllers’ data, current, wind and wave data, and run 150 Monte-Carlo simulations. It will also calculate tracking performance of the controller for both forward speed of the ship and the turning rate.
Run Chapter_7_Section_5.m script that can be found in Chapter_7/Section_5. This will load update the weights of the the 12 MPC controllers that were used in Chapter_7/Section_4 . It will also run 150 Monte-Carlo simulations, calculate tracking performance of the controller for both forward speed of the ship and the turning rate.
Similar to the two sections above, run Chapter_7_Section_6.m which has 3 different MPC tuning weights. Three 150 Monte-Carlo simulations are run by the script. Results are shown with legends for the 3 different weights. This allows the user to draw conclusion between weights of MPC controller and tracking performance.
Nassim Khaled (2023). Monte-Carlo Simulations & Robustness Analysis (https://www.mathworks.com/matlabcentral/fileexchange/67871-monte-carlo-simulations-robustness-analysis), MATLAB Central File Exchange. Retrieved .
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