Stochastic model predictive control of LPV systems via scenario optimization

DOI10.1016/j.automatica.2013.02.060zbMath1360.93644OpenAlexW2170990015MaRDI QIDQ522845

Lorenzo Fagiano, Giuseppe Carlo Calafiore

Publication date: 19 April 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://porto.polito.it/2507857/1/RMPC_LPV_final.pdf

zbMATH Keywords

model predictive controlrandomized algorithmslinear parameter-varying systemsrandom convex programsscenario optimization

Mathematics Subject Classification ID

Related Items (14)

Output feedback MPC for uncertain delayed system and control of a wind tunnel system ⋮ Online learning based risk-averse stochastic MPC of constrained linear uncertain systems ⋮ Stochastic MPC with offline uncertainty sampling ⋮ Off-line output feedback robust MPC with general polyhedral and ellipsoidal true state bound ⋮ Output feedback robust MPC for linear systems with norm-bounded model uncertainty and disturbance ⋮ Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction ⋮ An efficient offline implementation for output feedback min‐max MPC ⋮ Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization ⋮ Output feedback robust MPC of uncertain norm-bounded linear systems with disturbance ⋮ Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case ⋮ Approximate convex hull based scenario truncation for chance constrained trajectory optimization ⋮ One-step ahead robust MPC for LPV model with bounded disturbance ⋮ The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations ⋮ Dynamic output feedback robust MPC with convex optimisation for system with polytopic uncertainty

Cites Work

• Convexity and convex approximations of discrete-time stochastic control problems with constraints
• Robust stabilization of uncertain time-varying discrete systems and comments on ``An improved approach for constrained robust model predictive control.
• Lyapunov-based model predictive control of stochastic nonlinear systems
• Min-max predictive control strategies for input-saturated polytopic uncertain systems
• Quasi-min-max MPC algorithms for LPV systems
• Research on probabilistic methods for control system design
• Randomized algorithms for analysis and control of uncertain systems. With applications
• MPC for LPV systems with bounded parameter variations
• Random Convex Programs
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• Predictive control of constrained nonlinear systems via LPV linear embeddings
• On the Sample Complexity of Probabilistic Analysis and Design Methods
• The Feedback Robust MPC for LPV Systems With Bounded Rates of Parameter Changes
• A feedback min-max MPC algorithm for LPV systems subject to bounded rates of change of parameters
• Stochastic Tubes in Model Predictive Control With Probabilistic Constraints
• Robust Model Predictive Control via Scenario Optimization

This page was built for publication: Stochastic model predictive control of LPV systems via scenario optimization