Stochastic Model Predictive Control for Linear Systems with Bounded Additive Uncertainties

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Abstract

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to truncated normal distributed additive uncertainties. The new methods are developed by transforming the chance constraints into deterministic constraints via re-building the robust tube-based model predictive control (RTMPC) framework with flexible initialization. Utilizing the one-step-ahead constraint, the ahead-step tube-based stochastic model predictive control (ATSMPC) algorithm is designed by applying the constantly tightened constraints in all prediction horizons. To further enhance the reliability, the cumulative-step tube-based stochastic model predictive control (CTSMPC) algorithm is developed by computing the tightened constraints based on the propagation of uncertainties along the prediction horizons. The effectiveness of the proposed methods are demonstrated via simulations.

Original languageEnglish
Title of host publicationProceedings - 2020 Chinese Automation Congress, CAC 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6499-6504
Number of pages6
ISBN (Electronic)9781728176871
DOIs
StatePublished - 6 Nov 2020
Event2020 Chinese Automation Congress, CAC 2020 - Shanghai, China
Duration: 6 Nov 20208 Nov 2020

Publication series

NameProceedings - 2020 Chinese Automation Congress, CAC 2020

Conference

Conference2020 Chinese Automation Congress, CAC 2020
Country/TerritoryChina
CityShanghai
Period6/11/208/11/20

Keywords

  • chance constraints
  • constrained control
  • model predictive control
  • stochastic MPC
  • tube MPC

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