- Abstract:
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This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a discounted sum of violation probabilities on an infinite horizon. By penalising violation probabilities close to the initial time and ignoring violation probabilities in the far future, this form of constraint enables the feasibility of the online optimisation t...
Expand abstract - Publication status:
- Published
- Peer review status:
- Peer reviewed
- Version:
- Accepted manuscript
- Files:
-
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(pdf, 245.6kb)
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- Publisher copy:
- 10.23919/ECC.2018.8550520
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- Publisher:
- Institute of Electrical and Electronics Engineers Publisher's website
- Publication date:
- 2018-11-29
- Acceptance date:
- 2018-02-08
- DOI:
- Pubs id:
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pubs:854359
- URN:
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uri:86384bf2-bbac-4ad4-95f8-94bddd654a12
- UUID:
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uuid:86384bf2-bbac-4ad4-95f8-94bddd654a12
- Local pid:
- pubs:854359
- Copyright holder:
- European Control Association
- Copyright date:
- 2018
- Notes:
- © 2018 EUCA This is the accepted manuscript version of the article. The final version is available online from Institute of Electrical and Electronics Engineers at: https://doi.org/10.23919/ECC.2018.8550520 This paper was presented at the 2018 European Control Conference (ECC 2018)
Conference item
Stochastic model predictive control with discounted probabilistic constraints
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