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Stochastic tube MPC with state estimation

Abstract:

An output feedback Model Predictive Control (MPC) strategy for linear systems with additive stochastic disturbances and probabilistic constraints is proposed. Given the probability distributions of the disturbance input, the measurement noise and the initial state estimation error, the distributions of future realizations of the constrained variables are predicted using the dynamics of the plant and a linear state estimator. From these distributions, a set of deterministic constraints is comp...

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Publication status:
Published

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Institution:
University of Oxford
Department:
Oxford, MPLS, Engineering Science
Role:
Author
Journal:
AUTOMATICA
Volume:
48
Issue:
3
Pages:
536-541
Publication date:
2012-03-05
DOI:
ISSN:
0005-1098
URN:
uuid:1986e9c6-2b15-411e-b5c3-c2521741b233
Source identifiers:
319863
Local pid:
pubs:319863

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