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In this paper, a polynomial chaos based framework for designing controllers for discrete time linear systems with probabilistic parameters is presented. Conditions for exponential-mean-square stability for such systems are derived and…

Optimization and Control · Mathematics 2020-04-06 Vaishnav Tadiparthi , Raktim Bhattacharya

A probabilistic performance-oriented controller design approach based on polynomial chaos expansion and optimization is proposed for flight dynamic systems. Unlike robust control techniques where uncertainties are conservatively handled,…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Xiang Fang , Florian Holzapfel

Here we use polynomial chaos framework to design controllers for linear parameter varying (LPV) dynamical systems. We assume the scheduling variable to be random and use polynomial chaos approach to synthesize the controller for the…

Systems and Control · Computer Science 2015-05-15 Raktim Bhattacharya

This article considers the $\mathcal{H}_\infty$ static output-feedback control for linear time-invariant uncertain systems with polynomial dependence on probabilistic time-invariant parametric uncertainties. By applying polynomial chaos…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Yiming Wan , Dongying E. Shen , Sergio Lucia , Rolf Findeisen , Richard D. Braatz

We present a new theoretical framework for designing linear parameter varying controllers in the polynomial chaos framework. We assume the scheduling variable to be random and apply polynomial chaos approach to synthesize the controller for…

Optimization and Control · Mathematics 2017-11-13 Shao-Chen Hsu , Raktim Bhattacharya

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

Optimization and Control · Mathematics 2025-02-14 Ruchuan Ou , Jonas Schießl , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

One of the desirable objectives in feedback control design is to formulate and solve the design problem as an optimisation problem that is convex, so that an optimal solution can be found efficiently. Unfortunately many control design…

Optimization and Control · Mathematics 2025-11-25 Matthew Newton , Zuxun Xiong , Han Wang , Antonis Papachristodoulou

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

Optimization and Control · Mathematics 2018-08-22 Tom Lefebvre , Frederik De Belie , Guillaume Crevecoeur

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

Optimization and Control · Mathematics 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

In this paper the optimal control of flocking models with random inputs is investigated from a numerical point of view. The effect of uncertainty in the interaction parameters is studied for a Cucker-Smale type model using a generalized…

Numerical Analysis · Mathematics 2015-03-03 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

In this paper, we propose a novel approach to synthesize linear feedback controllers for navigating in polygonal environments using noisy measurements and a convex cell decomposition. Our method is based on formulating chance constraints…

Optimization and Control · Mathematics 2020-12-22 Chenfei Wang , Mahroo Bahreinian , Roberto Tron

This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Majid Mazouchi , Farzaneh Tatari , Hamidreza Modares

In this work we present a nonlinear adaptive suboptimal control strategy for uncertain nonlinear systems. Stochastic parametric uncertainty is dealt with by employing spectral decomposition of the random variables by means of the…

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros
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