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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

Model predictive control (MPC) is an effective method for control of constrained systems but is susceptible to the external disturbances and modeling error often encountered in real-world applications. To address these issues, techniques…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Savva Morozov , Parker C. Lusk , Brett T. Lopez , Jonathan P. How

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , 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

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

Model predictive control (MPC) is a popular approach for trajectory optimization in practical robotics applications. MPC policies can optimize trajectory parameters under kinodynamic and safety constraints and provide guarantees on safety,…

Robotics · Computer Science 2023-06-08 Returaj Burnwal , Anirban Santara , Nirav P. Bhatt , Balaraman Ravindran , Gaurav Aggarwal

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…

Systems and Control · Electrical Eng. & Systems 2021-12-28 Joseph Chai , Eran Medagoda , Erkan Kayacan

This paper presents a data-driven min-max model predictive control (MPC) scheme for linear parameter-varying (LPV) systems. Contrary to existing data-driven LPV control approaches, we assume that the scheduling signal is unknown during…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Yifan Xie , Julian Berberich , Felix Brändle , Frank Allgöwer

We introduce data to predictive control, D2PC, a framework to facilitate the design of robust and predictive controllers from data. The proposed framework is designed for discrete-time stochastic linear systems with output measurements and…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

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

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the microgrid, and compare them with a rule based policy. Model…

Optimization and Control · Mathematics 2022-05-17 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

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

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

Control algorithms such as model predictive control (MPC) and state estimators rely on a number of different parameters. The performance of the closed loop usually depends on the correct setting of these parameters. Tuning is often done…

Systems and Control · Electrical Eng. & Systems 2020-10-15 David Stenger , Muzaffer Ay , Dirk Abel

This tutorial consists of a brief introduction to the modern control approach called model predictive control (MPC) and its numerical implementation using MATLAB. We discuss the basic concepts and numerical implementation of the two major…

Optimization and Control · Mathematics 2023-09-04 Midhun T. Augustine

Factors like improved data availability and increasing system complexity have sparked interest in data-driven predictive control (DDPC) methods like Data-enabled Predictive Control (DeePC). However, closed-loop identification bias arises in…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Rogier Dinkla , Sebastiaan Mulders , Tom Oomen , Jan-Willem van Wingerden

We present a robust model predictive control method (MPC) for discrete-time linear time-delayed systems with state and control input constraints. The system is subject to both polytopic model uncertainty and additive disturbances. In the…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Shaoru Chen , Ning-Yuan Li , Victor M. Preciado , Nikolai Matni