Probabilistic tubes in linear stochastic model predictive control

DOI10.1016/J.SYSCONLE.2009.08.004zbMath1181.93095OpenAlexW2001898391MaRDI QIDQ847128

Basil Kouvaritakis, Mark Cannon, Desmond Ng

Publication date: 12 February 2010

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.08.004

zbMATH Keywords

stochastic systemsrobust optimal controlConstrained control

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Discrete-time control/observation systems (93C55)

Related Items (8)

Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints ⋮ Robust economic model predictive control using stochastic information ⋮ Explicit use of probabilistic distributions in linear predictive control ⋮ Nonquadratic stochastic model predictive control: a tractable approach ⋮ Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances ⋮ Automated driving: the role of forecasts and uncertainty -- a control perspective ⋮ A chance-constrained stochastic model predictive control problem with disturbance feedback ⋮ Model predictive control: recent developments and future promise

Cites Work

• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• A numerically robust state-space approach to stable-predictive control strategies
• Robust model predictive control using tubes.
• Who needs QP for linear MPC anyway?
• A probabilistically constrained model predictive controller
• Robust model predictive control of constrained linear systems with bounded disturbances
• Incorporating state estimation into model predictive control and its application to network traffic control
• Constrained receding horizon predictive control for nonlinear systems
• Constrained model predictive control: Stability and optimality
• Efficient robust predictive control
• Successive Linearization NMPC for a Class of Stochastic Nonlinear Systems
• Linear Matrix Inequalities in System and Control Theory
• Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty
• Robust receding horizon predictive control for systems with uncertain dynamics and input saturation

This page was built for publication: Probabilistic tubes in linear stochastic model predictive control