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The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Weijiang Zheng , Jiayi Huang , Bing Zhu

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

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

In this article, a model predictive control (MPC) method is proposed for constrained linear systems to track bounded references with arbitrary dynamics. Besides control inputs to be determined, artificial reference is introduced as…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Shibo Han , Bonan Hou , Yuhao Zhang , Xiaotong Shi , Xingwei Zhao

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

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

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Kim P. Wabersich , Melanie N. Zeilinger

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

Chance constrained stochastic model predictive controllers (CC-SMPC) trade off full constraint satisfaction for economical plant performance under uncertainty. Previous CC-SMPC works are over-conservative in constraint violations leading to…

Systems and Control · Electrical Eng. & Systems 2025-03-19 Avik Ghosh , Cristian Cortes-Aguirre , Yi-An Chen , Adil Khurram , Jan Kleissl

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

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

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Michael Fink , Tim Brüdigam , Dirk Wollherr , Marion Leibold