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We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…

Optimization and Control · Mathematics 2021-02-11 Nicolas Garcia , Christoph Kawan , Serdar Yuksel

This work presents a stochastic tube-based model predictive control framework that guarantees hard input constraint satisfaction for linear systems subject to unbounded additive disturbances. The approach relies on a structured design of…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Carlo Karam , Matteo Tacchi , Mirko Fiacchini

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

This paper investigates the problem of data-driven stabilization for linear discrete-time switched systems with unknown switching dynamics. In the absence of noise, a data-based state feedback stabilizing controller can be obtained by…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Wenjie Liu , Yifei Li , Jian Sun , Gang Wang , Jie Chen

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

The problem of remotely stabilizing a noisy linear time invariant plant over a Gaussian relay network is addressed. The network is comprised of a sensor node, a group of relay nodes and a remote controller. The sensor and the relay nodes…

Optimization and Control · Mathematics 2013-07-30 Ali A. Zaidi , Tobias J. Oechtering , Serdar Yuksel , Mikael Skoglund

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…

Optimization and Control · Mathematics 2013-11-08 Daniel E. Quevedo , Isabel Jurado

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

We consider a networked control system where a linear time-invariant (LTI) plant, subject to a stochastic disturbance, is controlled over a communication channel with colored noise and a signal-to-noise ratio (SNR) constraint. The…

Systems and Control · Computer Science 2012-04-02 Erik Johannesson , Anders Rantzer , Bo Bernhardsson

A Network Control System (NCS) consists of control components that interact with the plant over a shared network. The system dynamics of a NCS could be subject to noise arising from randomness in the times at which the data is transmitted…

Systems and Control · Computer Science 2017-04-04 Mohammad Soltani , Abhyudai Singh

This paper investigates closed-loop stability of a linear discrete-time plant subject to bounded disturbances when controlled according to packetized predictive control (PPC) policies. In the considered feedback loop, the controller is…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Mohsen Barforooshan , Masaaki Nagahara , Jan Ostergaard

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…

Statistical Mechanics · Physics 2025-01-15 Dario Lucente , Alessandro Manacorda , Andrea Plati , Alessandro Sarracino , Marco Baldovin

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith