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Stochastic MPC with dynamic feedback gain selection and discounted probabilistic constraints

Abstract:

This paper considers linear discrete-time systems with additive disturbances, and designs an MPC law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance constraint. The feedback gain is selected online and we provide two selection methods based on minimising upper bounds on predicted costs. The chance constraint is defined as a discounted sum of violation probabilities on an infinite horizon. By penalising violation probabilities close to the...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/TAC.2021.3128466

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More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St Edmund Hall
Role:
Author
ORCID:
0000-0002-0456-4124
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St John's College
Role:
Author
ORCID:
0000-0003-2189-7876
Publisher:
IEEE Publisher's website
Journal:
IEEE Transactions on Automatic Control Journal website
Publication date:
2021-11-16
Acceptance date:
2021-10-29
DOI:
EISSN:
1558-2523
ISSN:
0018-9286
Language:
English
Keywords:
Pubs id:
1119020
Local pid:
pubs:1119020
Deposit date:
2021-11-09

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