J. Hahn and O. Stursberg, “Reference Tracking for Constrained Uncertain Linear Systems by Stochastic MPC”, Proc. of the 22nd IFAC World Congress, Volume 56, Issue 2, pp. 10421–10427, 2023

Abstract

This paper addresses model predictive control of a class of linear systems subject to additive stochastic disturbances and constraints. The underlying stochastic optimal control problem combines inverse cumulative distribution functions with ellipsoid-in-polyhedron formulations to reduce the conservatism induced by constraint satisfaction. By use of terminal constraints and time-varying weights within the cost functional, the presented control scheme satisfies criteria for mean-square stability and can be adapted to reference-tracking problems for arbitrary reference signals.

BibTex

@article{hahn2023reference,
  abstract = {This paper addresses model predictive control of a class of linear systems subject to additive stochastic disturbances and constraints. The underlying stochastic optimal control problem combines inverse cumulative distribution functions with ellipsoid-in-polyhedron formulations to reduce the conservatism induced by constraint satisfaction. By use of terminal constraints and time-varying weights within the cost functional, the presented control scheme satisfies criteria for mean-square stability and can be adapted to reference-tracking problems for arbitrary reference signals.},
  author = {Hahn, J. and Stursberg, O.},
  journal = {Proc. of the 22nd IFAC World Congress},
  keywords = {isac-www},
  title = {Reference Tracking for Constrained Uncertain Linear Systems by Stochastic MPC},
  year = 2023
}