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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 Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

We present a robust adaptive model predictive control (MPC) framework for nonlinear continuous-time systems with bounded parametric uncertainty and additive disturbance. We utilize general control contraction metrics (CCMs) to parameterize…

Systems and Control · Electrical Eng. & Systems 2023-07-12 András Sasfi , Melanie N. Zeilinger , Johannes Köhler

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Kerz , Tim Brüdigam , Dirk Wollherr , Marion Leibold

In this paper, a self-triggered adaptive model predictive control (MPC) algorithm is proposed for constrained discrete-time nonlinear systems subject to parametric uncertainties and additive disturbances. To bound the parametric…

Optimization and Control · Mathematics 2019-12-17 Kunwu Zhang , Changxin Liu , Yang Shi

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Johannes Teutsch , Dirk Wollherr , Marion Leibold

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…

Robotics · Computer Science 2023-11-01 Siddharth H. Nair , Hotae Lee , Eunhyek Joa , Yan Wang , H. Eric Tseng , Francesco Borrelli

This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…

Systems and Control · Electrical Eng. & Systems 2025-10-31 Alireza Arastou , Algo Carè , Ye Wang , Marco Campi , Erik Weyer

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

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

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

Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Iman Askari , Shen Zeng , Huazhen Fang

State-of-the-art Model Predictive Control (MPC) applications for building heating adopt either a deterministic controller together with a nonlinear model or a linearized model with a stochastic MPC controller. However, deterministic MPC…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Tomas Pippia , Jesus Lago , Roel De Coninck , Bart De Schutter

Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Maik Pfefferkorn , Rolf Findeisen

This paper introduces a novel nonlinear model predictive control (NMPC) framework that incorporates a lifting technique to enhance control performance for nonlinear systems. While the lifting technique has been widely employed in linear…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Nuthasith Gerdpratoom , Fumiya Matsuzaki , Yutaka Yamamoto , Kaoru Yamamoto

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam