%0 Journal Article
%1 hahn2023reference
%A Hahn, J.
%A Stursberg, O.
%D 2023
%J Proc. of the 22nd IFAC World Congress
%K control isac-www
%N 2
%P 10421-10427
%T Reference Tracking for Constrained Uncertain Linear Systems by Stochastic MPC
%U https://www.sciencedirect.com/science/article/pii/S2405896323014593
%V 56
%X 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.