Stochastic output feedback MPC with intermittent observations

DOI10.1016/J.AUTOMATICA.2022.110282zbMATH Open1491.93038arXiv2009.11071OpenAlexW3088857383MaRDI QIDQ2139394FDOQ2139394

Paul J. Goulart, Mark Cannon, Shuhao Yan

Publication date: 17 May 2022

Published in: Automatica (Search for Journal in Brave)

Abstract: This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed that sensor data is lost with a known probability. Taking into account the data losses modelled by a Bernoulli process, we parameterise the predicted control policy as an affine function of future observations and obtain a convex linear-quadratic optimal control problem. Constraint satisfaction and a discounted cost bound are ensured without imposing bounds on the distributions of the disturbance and noise inputs. In addition, the average long-run undiscounted closed loop cost is shown to be finite if the discount factor takes appropriate values. We analyse robustness of the proposed control law with respect to possible uncertainties in the arrival probability of sensor data and we bound the impact of these uncertainties on constraint satisfaction and the discounted cost. Numerical simulations are provided to illustrate these results.

Full work available at URL: https://arxiv.org/abs/2009.11071

zbMATH Keywords

chance constraintsmodel predictive controloutput feedbackconvex optimisationpacket drops

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03) Model predictive control (93B45)

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Cited In (2)

• Spatiotemporal learning-based stochastic MPC with applications in aero-engine control
• Stochastic predictive control under intermittent observations and unreliable actions

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