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The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Shuhao Yan , Paul J. Goulart , Mark Cannon

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

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

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

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Riccardo Zuliani , Efe C. Balta , John Lygeros

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

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

In this paper, we present a novel stochastic output-feedback MPC scheme for distributed systems with additive process and measurement noise. The chance constraints are treated with the concept of probabilistic reachable sets, which, under…

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

Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Yifan Xie , Julian Berberich , Frank Allgöwer

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

Designing data-driven controllers in the presence of noise is an important research problem, in particular when guarantees on stability, robustness, and constraint satisfaction are desired. In this paper, we propose a data-driven min-max…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Yifan Xie , Julian Berberich , Frank Allgower

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

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

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

We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

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
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