English

Robust MPC for Large-scale Linear Systems

Optimization and Control 2025-10-07 v2 Systems and Control Systems and Control

Abstract

State-of-the-art approaches of Robust Model Predictive Control (MPC) are restricted to linear systems of relatively small scale, i.e., with no more than about 5 states. The main reason is the computational burden of determining a robust positively invariant (RPI) set, whose complexity suffers from the curse of dimensionality. The recently proposed approach of Deadbeat Robust Model Predictive Control (DRMPC) is the first that does not rely on an RPI set. Yet it comes with the full set of essential system theoretic guarantees. DRMPC is hence a viable option, in particular, for large-scale systems. This paper introduces a detailed design procedure for DRMPC. It is shown that the optimal control problem generated for DRMPC has exactly the same computational complexity as Nominal MPC. A numerical study validates its applicability to randomly generated large-scale linear systems of various dimensions.

Keywords

Cite

@article{arxiv.2510.01794,
  title  = {Robust MPC for Large-scale Linear Systems},
  author = {Georg Schildbach},
  journal= {arXiv preprint arXiv:2510.01794},
  year   = {2025}
}
R2 v1 2026-07-01T06:12:44.880Z