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Explicit use of probabilistic distributions in linear predictive control

✍ Scribed by Basil Kouvaritakis; Mark Cannon; Saša V. Raković; Qifeng Cheng

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
533 KB
Volume
46
Category
Article
ISSN
0005-1098

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✦ Synopsis

The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective solutions have recently been proposed, but these carry considerable online computational load and a degree of conservativism. For the case that the elements of the random additive disturbance vector are independent, the current paper ensures that probabilistic constraints are met and that a quadratic stability condition is satisfied. A numerical example illustrates the efficacy of the proposed algorithm, which achieves tight satisfaction of constraints and thereby attains near-optimal performance.

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