Journal article
Stochastic MPC with dynamic feedback gain selection and discounted probabilistic constraints
- Abstract:
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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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Access Document
- Files:
-
-
(Preview, Accepted manuscript, pdf, 1.1MB, Terms of use)
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- Publisher copy:
- 10.1109/TAC.2021.3128466
Authors
Bibliographic Details
- Publisher:
- IEEE
- Journal:
- IEEE Transactions on Automatic Control More from this journal
- Volume:
- 67
- Issue:
- 11
- Pages:
- 5885-5899
- Publication date:
- 2021-11-16
- Acceptance date:
- 2021-10-29
- DOI:
- EISSN:
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1558-2523
- ISSN:
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0018-9286
Item Description
- Language:
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English
- Keywords:
- Pubs id:
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1119020
- Local pid:
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pubs:1119020
- Deposit date:
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2021-11-09
Terms of use
- Copyright holder:
- IEEE
- Copyright date:
- 2021
- Rights statement:
- Copyright © 2021 IEEE.
- Notes:
-
This is the accepted manuscript version of the article. The final version is available from IEEE at https://doi.org/10.1109/TAC.2021.3128466
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