Stochastic receding horizon control with output feedback and bounded controls

DOI10.1016/j.automatica.2011.09.048zbMath1244.93182arXiv1001.3015MaRDI QIDQ445037

John Lygeros, Debasish Chatterjee, Eugenio Cinquemani, Peter F. Hokayem, Federico Alessandro Ramponi

Publication date: 24 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3015

zbMATH Keywords

state estimation; stochastic control; output feedback; predictive control; constrained control

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

Related Items

Stochastic model predictive control with joint chance constraints, On mean square boundedness of stochastic linear systems with bounded controls, Stochastic receding horizon control with output feedback and bounded controls, On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach, Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach, Automated driving: the role of forecasts and uncertainty -- a control perspective, An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems, Convexity and convex approximations of discrete-time stochastic control problems with constraints, Sparse and constrained stochastic predictive control for networked systems, Robust MPC for tracking constrained unicycle robots with additive disturbances, Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints, An approach to output-feedback MPC of stochastic linear discrete-time systems, Risk-averse model predictive control, Constrained minimum variance control for discrete-time stochastic linear systems, Lyapunov-based model predictive control of stochastic nonlinear systems, A chance-constrained stochastic model predictive control problem with disturbance feedback, Varying zonotopic tube RMPC with switching logic for lateral path tracking of autonomous vehicle, Stochastic predictive control under intermittent observations and unreliable actions, A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input, Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case, A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints, Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach, Model predictive control: recent developments and future promise, Receding horizon control for multiplicative noise stochastic systems with input delay, On the stability of receding horizon control for continuous-time stochastic systems, Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances, Reference tracking stochastic model predictive control over unreliable channels and bounded control actions, Dynamic Output Feedback Robust MPC Using General Polyhedral State Bounds for the Polytopic Uncertain System With Bounded Disturbance

Uses Software

• SDPT3
• YALMIP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic receding horizon control with output feedback and bounded controls
• Convexity and convex approximations of discrete-time stochastic control problems with constraints
• Optimization over state feedback policies for robust control with constraints
• Stochastic MPC with inequality stability constraints
• Integrated chance constraints: reduced forms and an algorithm
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Performance bounds for linear stochastic control
• Global stabilization of linear discrete-time systems with bounded feedback
• Adjustable robust solutions of uncertain linear programs
• Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
• A probabilistically constrained model predictive controller
• Incorporating state estimation into model predictive control and its application to network traffic control
• Introduction to optimal estimation
• Constrained model predictive control: Stability and optimality
• Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
• Stochastic processes and filtering theory
• Lectures on Modern Convex Optimization
• Optimality of Affine Policies in Multistage Robust Optimization
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
• Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty
• Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input
• Design of Affine Controllers via Convex Optimization
• NMPC for Complex Stochastic Systems Using a Markov Chain Monte Carlo Approach
• Constrained Stochastic LQC: A Tractable Approach
• Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach