Related papers: Stochastic MPC with robustness to bounded parametr…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…
We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…
We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…
Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…
We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…
This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…
In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
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.…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
Distributed parameter systems (DPS) are formulated as partial differential equations (PDE). Especially, under time-varying boundary conditions, PDE introduce force coupling. In the case of the flexible stacker crane (STC), nonlinear…
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…
We introduce a general framework for robust data-enabled predictive control (DeePC) for linear time-invariant (LTI) systems. The proposed framework enables us to obtain model-free optimal control for LTI systems based on noisy input/output…
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…
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…