A Tractable Approximation of Chance Constrained Stochastic MPC based on Affine Disturbance Feedback
Author(s): F. Oldewurtel |
Conference/Journal: Conference on Decision and Control (CDC), Cancun, Mexico |
Abstract: This paper deals with model predictive control of uncertain linear discrete-time systems with polytopic constraints on the input and chance constraints on the states. When having polytopic constraints and bounded disturbances, the robust problem with an open-loop prediction formulation is known to be conservative. Recently, a tractable closed-loop prediction formulation was introduced, which can reduce the conservatism of the robust problem. We show that in the presence of chance constraints and stochastic disturbances, this closed-loop formulation can be used together with a tractable approximation of the chance constraints to further increase the performance while satisfying the chance constraints with the predefined probability. | Year: 2008 |
Type of Publication: (06)Talk | |
Supervisor: | |
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