Conference item

Stochastic Tubes in Model Predictive Control with Probabilistic Constraints

Abstract:: Recent developments in stochastic MPC provided guarantees of closed loop stability and satisfaction of probabilistic and hard constraints. However the required computation can be formidable for anything other than short prediction horizons. This difficulty is removed in the current paper through the use of tubes of fixed cross-section and variable scaling. A model describing the evolution of predicted tube scalings simplifies the computation of stochastic tubes; furthermore this procedure can be performed offline. The resulting MPC scheme has a low online computational load even for long prediction horizons, thus allowing for performance improvements. The approach is illustrated by numerical examples. © 2010 AACC.

Publication status:: Published

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APA Style

Cannon, M., Kouvaritakis, B., Rakovic, S., Cheng, Q., & IEEE. (2010). Stochastic Tubes in Model Predictive Control with Probabilistic Constraints. 2010 AMERICAN CONTROL CONFERENCE, 6274–6279.

MLA Style

Cannon, M., et al. “Stochastic Tubes in Model Predictive Control with Probabilistic Constraints.” 2010 AMERICAN CONTROL CONFERENCE, 2010, pp. 6274–79.

Chicago Style

Cannon, M, B Kouvaritakis, S Rakovic, Q Cheng, and IEEE. 2010. “Stochastic Tubes in Model Predictive Control with Probabilistic Constraints.” In 2010 AMERICAN CONTROL CONFERENCE, 6274–79.
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Authors

+ Cannon, M More by this author

Role:: Author

+ Kouvaritakis, B More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Engineering Science
Role:: Author

+ Rakovic, S More by this author

Role:: Author

+ Cheng, Q More by this author

Role:: Author

+ IEEE More by this author

Role:: Author

Host title:: 2010 AMERICAN CONTROL CONFERENCE
Pages:: 6274-6279
Publication date:: 2010-01-01
ISSN:: 0743-1619
ISBN:: 9781424474264

Keywords:: probabilistic constraints

constrained control

stochastic systems
Pubs id:: pubs:132369
UUID:: uuid:c096ee43-e49f-467d-a8ab-fe3cbd11d3a5
Local pid:: pubs:132369
Source identifiers:: 132369
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2010

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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