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Probabilistic tubes in linear stochastic model predictive control

Abstract:

This paper considers constrained control of linear systems with additive and multiplicative stochastic uncertainty and linear input/state constraints. Both hard and soft constraints are considered, and bounds are imposed on the probability of soft constraint violation. Assuming the plant parameters to be finitely supported, a method of constraint handling is proposed in which a sequence of tubes, corresponding to a sequence of confidence levels on the predicted future plant state, is construc...

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Publication status:
Published

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
Journal:
SYSTEMS and CONTROL LETTERS More from this journal
Volume:
58
Issue:
10-11
Pages:
747-753
Publication date:
2009-01-01
DOI:
ISSN:
0167-6911
Language:
English
Keywords:
Pubs id:
pubs:63691
UUID:
uuid:aa260698-6193-481f-937b-d357e8588589
Local pid:
pubs:63691
Source identifiers:
63691
Deposit date:
2012-12-19

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