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We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

Model predictive control (MPC) has shown great success for controlling complex systems such as legged robots. However, when closing the loop, the performance and feasibility of the finite horizon optimal control problem (OCP) solved at each…

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

Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Zachary Olkin , Aaron D. Ames

The control of constrained systems using model predictive control (MPC) becomes more challenging when full state information is not available and when the nominal system model and measurements are corrupted by noise. Since these conditions…

Systems and Control · Electrical Eng. & Systems 2020-02-19 Joseph Lorenzetti , Marco Pavone

Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Xinglong Zhang , Jiahang Liu , Xin Xu , Shuyou Yu , Hong Chen

Willems' fundamental lemma and system level synthesis both characterize a linear dynamic system by its input/output sequences. In this work, we extend the application of the fundamental lemma from deterministic to uncertain LTI systems and…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Yinghao Lian , Colin N. Jones

This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of…

Optimization and Control · Mathematics 2019-04-04 James Anderson , John C. Doyle , Steven Low , Nikolai Matni

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

Optimization and Control · Mathematics 2024-09-05 Antoine P. Leeman , Johannes Köhler , Florian Messerer , Amon Lahr , Moritz Diehl , Melanie N. Zeilinger

Tube-based model predictive control (MPC) methods leverage tubes to bound deviations from a nominal trajectory due to uncertainties in order to ensure constraint satisfaction. This paper presents a novel tube-based MPC formulation based on…

Systems and Control · Electrical Eng. & Systems 2021-11-08 Jerome Sieber , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…

Optimization and Control · Mathematics 2017-06-23 Joel A. Paulson , Edward A. Buehler , Richard D. Braatz , Ali Mesbah

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

In this paper, we propose a novel method for addressing Optimal Control Problems (OCPs) with input-affine dynamics and cost functions. This approach adopts a Model Predictive Control (MPC) strategy, wherein a controller is synthesized to…

Optimization and Control · Mathematics 2024-06-18 Morgan Jones , Yuanbo Nie , Matthew M. Peet

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang

We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Yunke Ao , Johannes Köhler , Manish Prajapat , Yarden As , Melanie Zeilinger , Philipp Fürnstahl , Andreas Krause

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao