Chance-constrained sets approximation: a probabilistic scaling approach

DOI10.1016/J.AUTOMATICA.2021.110108zbMATH Open1482.93365arXiv2101.06052OpenAlexW4206808143MaRDI QIDQ2071956FDOQ2071956

T. Alamo, Matthias Lorenzen, Victor Mirasierra, Martina Mammarella, Fabrizio Dabbene

Publication date: 31 January 2022

Published in: Automatica (Search for Journal in Brave)

Abstract: In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of simple-approximating sets of given complexity. A probabilistic scaling procedure then allows to rescale these sets to obtain the desired probabilistic guarantees. The proposed approach is shown to be applicable in several problem in systems and control, such as the design of Stochastic Model Predictive Control schemes or the solution of probabilistic set membership estimation problems.

Full work available at URL: https://arxiv.org/abs/2101.06052

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Model predictive control (93B45)

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Cited In (1)

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Uses Software

• MPT

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