Stochastic MPC with offline uncertainty sampling

For discrete-time linear systems subject to multiplicative disturbance described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we propose an offline sampling approach in the design phase inst...

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Bibliographic Details

Published in:	Automatica (Oxford) Vol. 81; pp. 176 - 183
Main Authors:	Lorenzen, Matthias, Dabbene, Fabrizio, Tempo, Roberto, Allgöwer, Frank
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.07.2017
Subjects:	Control of constrained systems Data-based control Receding horizon control Stochastic control Stochastic model predictive control Receding horizon control Stochastic control Stochastic model predictive control Data-based control Control of constrained systems
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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