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This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Bing Zhu , Xiaozhuoer Yuan , Zewei Zheng , Zongyu Zuo

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

We consider nonlinear model predictive control (MPC) schemes without stabilizing terminal conditions, where the model used in the optimization step is generated based on input-output data only. We establish exponential stability for…

Optimization and Control · Mathematics 2026-05-27 Lea Bold , Irene Schimperna , Karl Worthmann , Johannes Köhler

In this paper, a self-triggered adaptive model predictive control (MPC) algorithm is proposed for constrained discrete-time nonlinear systems subject to parametric uncertainties and additive disturbances. To bound the parametric…

Optimization and Control · Mathematics 2019-12-17 Kunwu Zhang , Changxin Liu , Yang Shi

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

We present the first general stability results for nonlinear offset-free model predictive control (MPC). Despite over twenty years of active research, the offset-free MPC literature has not shaken the assumption of closed-loop stability for…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Steven J. Kuntz , James B. Rawlings

This technical report presents a method for designing a constrained output-feedback model predictive controller (MPC) that behaves in the same way as an existing baseline stabilising linear time invariant output-feedback controller when…

Optimization and Control · Mathematics 2011-09-14 Edward N. Hartley , Jan M. Maciejowski

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In…

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

Robots must satisfy safety-critical state and input constraints despite disturbances and model mismatch. We introduce a robust model predictive control (RMPC) formulation that is fast, scalable, and compatible with real-time implementation.…

Optimization and Control · Mathematics 2025-09-24 Antoine P. Leeman , Johannes Köhler , Melanie N. Zeilinger

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…

Optimization and Control · Mathematics 2022-07-01 Gabriele Eichfelder , Lars Grüne , Lisa Krügel , Jonas Schießl

This paper presents a novel robust predictive controller for constrained nonlinear systems that is able to track piece-wise constant setpoint signals. The tracking model predictive controller presented in this paper extends the nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

In this paper, we present a quasi infinite horizon nonlinear model predictive control (MPC) scheme for tracking of generic reference trajectories. This scheme is applicable to nonlinear systems, which are locally incrementally stabilizable.…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

In this paper, we provide a theoretical analysis of closed-loop properties of a simple data-driven model predictive control (MPC) scheme. The formulation does not involve any terminal ingredients, thus allowing for a simple implementation…

Optimization and Control · Mathematics 2024-12-04 Joscha Bongard , Julian Berberich , Johannes Köhler , Frank Allgöwer

The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…

Optimization and Control · Mathematics 2024-03-12 Thomas Berger , Dario Dennstädt

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

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