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Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…

Systems and Control · Electrical Eng. & Systems 2026-04-02 András Sasfi , Ivan Markovsky , Alberto Padoan , Florian Dörfler

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

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

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Renato Quartullo , Andrea Garulli , Mirko Leomanni

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He

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

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Jie Zhan , Dirk Wollherr , Marion Leibold

This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Marcel Menner , Karl Berntorp

The performance of model-based control techniques strongly depends on the quality of the employed dynamics model. If strong guarantees are desired, it is therefore common to robustly treat all possible sources of uncertainty, such as model…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Elena Arcari , Andrea Iannelli , Andrea Carron , Melanie N. Zeilinger

Nonlinear model predictive control (NMPC) is an efficient approach for the control of nonlinear multivariable dynamic systems with constraints, which however requires an accurate plant model. Plant models can often be determined from first…

Systems and Control · Electrical Eng. & Systems 2021-08-17 E. Bradford , L. Imsland , M. Reble , E. A. del Rio-Chanona

Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…

Optimization and Control · Mathematics 2021-03-02 Eric Bradford , Lars Imsland

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in…

Optimization and Control · Mathematics 2015-09-10 Andrew Knyazev , Yuta Fujii , Alexander Malyshev

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

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

This paper addresses the trajectory-tracking problem under uncertain road-surface conditions for autonomous vehicles. We propose a stochastic nonlinear model predictive controller (SNMPC) that learns a tire--road friction model online using…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Sean Vaskov , Rien Quirynen , Marcel Menner , Karl Berntorp

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros