MPC on state space models with stochastic input map

Conference item

This paper considers a state space model with a stochastic input map. The reference tracking problem is recast as a regulation problem involving both a stochastic input map and an additive term. First we demonstrate that, subject to a mean square stability condition on a feedback control law, the variance of the state converges to a constant in prediction. A stage cost is then chosen as a weighted sum of the mean and the variance of the output of the state space model. An MPC controller based...

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Authors: Couchman, P; Kouvaritakis, B; Cannon, M; IEEE

• Publication status: Published
• Host title: PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14
• Pages: 3216-3221
• Publication date: 2006-01-01
• DOI: 10.1109/CDC.2006.377798
• ISSN: 0191-2216
• ISBN: 9781424401703