Reference Tracking for Constrained Uncertain Linear Systems by Stochastic MPC
J. Hahn, und O. Stursberg. Proc. of the 22nd IFAC World Congress56 (2):
10421-10427(2023)
Zusammenfassung
This paper addresses model predictive control of a class of linear systems subject to additive stochastic disturbances and constraints. The underlying stochastic optimal control problem combines inverse cumulative distribution functions with ellipsoid-in-polyhedron formulations to reduce the conservatism induced by constraint satisfaction. By use of terminal constraints and time-varying weights within the cost functional, the presented control scheme satisfies criteria for mean-square stability and can be adapted to reference-tracking problems for arbitrary reference signals.
