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We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

We present a robust synthesis algorithm for uncertain linear time-varying (LTV) systems on finite horizons. The uncertain system is described as an interconnection of a known LTV system and a perturbation. The input-output behavior of the…

Systems and Control · Electrical Eng. & Systems 2021-01-29 Jyot Buch , Peter Seiler

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

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

Optimization and Control · Mathematics 2022-12-20 Tobias Holicki , Carsten W. Scherer

Modern control theory provides us with a spectrum of methods for studying the interconnection of dynamic systems using input-output properties of the interconnected subsystems. Perhaps the most advanced framework for such input-output…

Optimization and Control · Mathematics 2023-09-04 Aleksandr Talitckii , Peter Seiler , Matthew M. Peet

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

This paper presents a framework for abstracting uncertain or non-polynomial components of dynamical systems using polynomial constraints. This enables the application of polynomial-based analysis tools, such as sum-of-squares programming,…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Neelay Junnarkar , Peter Seiler , Murat Arcak

This paper presents an approach to compute the worst-case gain of the interconnection of a finite time horizon linear time-variant system and a perturbation. The input/output behavior of the uncertainty is described by integral quadratic…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Felix Biertümpfel , Nantiwat Pholdee , Samir Bennani , Harald Pfifer

The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods…

Optimization and Control · Mathematics 2021-04-28 Guodong Zhang , Xuchan Bao , Laurent Lessard , Roger Grosse

The first challenge in robustness analysis of large-scale interconnected uncertain systems is to provide a model of such systems in a standard-form that is required within different analysis frameworks. This becomes particularly important…

Optimization and Control · Mathematics 2015-12-15 Farzaneh Karami , Sina Khoshfetrat Pakazad , Anders Hansson , Ahmad Afshar

We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…

Optimization and Control · Mathematics 2018-01-03 Matthias Rungger , Paulo Tabuada

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…

Optimization and Control · Mathematics 2015-05-21 Giorgio Valmorbida , Dhruva Raman , James Anderson

Scaled relative graphs (SRGs) enable graphical analysis and design of nonlinear systems. In this paper, we present a systematic approach for computing both soft and hard SRGs of nonlinear systems using dynamic integral quadratic constraints…

Optimization and Control · Mathematics 2026-04-03 Timo de Groot , Tom Oomen , W. P. M. H. Heemels , Sebastiaan van den Eijnden

This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…

Optimization and Control · Mathematics 2020-02-14 Paul Rousse , Pierre-Loïc Garoche , Didier Henrion

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

This work approaches the problem of computing incremental $\ell_1$ and $\ell_\infty$ gains for discrete-time positive systems in \lure feedback with static memoryless nonlinearities, and regulating the $\ell_\infty$ gain through the design…

Optimization and Control · Mathematics 2025-06-02 Jared Miller