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As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Robert Dyro , James Harrison , Apoorva Sharma , Marco Pavone

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Ahmad Gazar , Majid Khadiv , Andrea Del Prete , Ludovic Righetti

This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…

Optimization and Control · Mathematics 2021-09-21 Christoph Mark , Steven Liu

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Raffaele Giuseppe Cestari , Andrea Castelletti , Simone Formentin

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 propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…

Robotics · Computer Science 2023-11-01 Siddharth H. Nair , Hotae Lee , Eunhyek Joa , Yan Wang , H. Eric Tseng , Francesco Borrelli

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

State-of-the-art Model Predictive Control (MPC) applications for building heating adopt either a deterministic controller together with a nonlinear model or a linearized model with a stochastic MPC controller. However, deterministic MPC…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Tomas Pippia , Jesus Lago , Roel De Coninck , Bart De Schutter

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li

Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Valentina Breschi , Marco Fabris , Simone Formentin , Alessandro Chiuso

Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…

Optimization and Control · Mathematics 2025-02-19 Hassan Jafari Ozoumchelooei , Mehdi Hosseinzadeh

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Maico H. W. Engelaar , Micha P. P. Swaanen , Mircea Lazar , Sofie Haesaert

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

Optimization and Control · Mathematics 2021-05-19 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold