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Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

We consider sampled-data Model Predictive Control (MPC) of nonlinear continuous-time control systems. We derive sufficient conditions to guarantee recursive feasibility and asymptotic stability without stabilising costs and/or constraints.…

Optimization and Control · Mathematics 2021-03-03 Willem Esterhuizen , Karl Worthmann , Stefan Streif

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

A receding horizon learning scheme is proposed to transfer the state of a discrete-time dynamical control system to zero without the need of a system model. Global state convergence to zero is proved for the class of stabilizable and…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Christian Ebenbauer , Fabian Pfitz , Shuyou Yu

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…

Robotics · Computer Science 2017-05-25 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold

In many mechatronic applications, controller input costs are negligible and time optimality is of great importance to maximize the productivity by executing fast positioning maneuvers. As a result, the obtained control input has mostly a…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Joe Ismail , Steven Liu

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

Optimization and Control · Mathematics 2024-11-13 Robert D. McAllister , Peyman Mohajerin Esfahani

This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania