Abstract
Model Predictive Control (MPC) is a control strategy that has been used successfully in numerous and diverse application areas. The aim of the present entry is to discuss how the basic ideas of MPC can be extended to problems involving random model uncertainty with known probability distribution. We discuss cost indices, constraints, closed-loop properties, and implementation issues.
Bibliography
Åström KJ, Wittenmark B (1973) On self tuning regulators. Automatica 9(2):185–199
Calafiore GC, Campi MC (2005) Uncertain convex programs: randomized solutions and confidence levels. Math Program 102(1):25–46
Calafiore GC, Fagiano L (2013) Robust model predictive control via scenario optimization. IEEE Trans Autom Control 58(1):219–224
Cannon M, Cheng Q, Kouvaritakis B, Rakovic SV (2012) Stochastic tube MPC with state estimation. Automatica 48(3):536–541
Charnes A, Cooper WW (1963) Deterministic equivalents for optimizing and satisficing under chance constraints. Oper Res 11(1):19–39
Evans M, Cannon M, Kouvaritakis B (2012) Robust MPC for linear systems with bounded multiplicative uncertainty. In: IEEE conference on decision and control, Maui, pp 248–253
Kouvaritakis B, Cannon M, Raković SV, Cheng Q (2010) Explicit use of probabilistic distributions in linear predictive control. Automatica 46(10):1719–1724
Lee JH, Cooley BL (1998) Optimal feedback control strategies for state-space systems with stochastic parameters. IEEE Trans Autom Control 43(10):1469–1475
Lee JH, Yu Z (1997) Worst-case formulations of model predictive control for systems with bounded parameters. Automatica 33(5):763–781
Marruedo DL, Alamo T, Camacho EF (2002) Input-to-state stable MPC for constrained discrete-time nonlinear systems with bounded additive uncertainties. In: IEEE conference on decision and control, Las Vegas, pp 4619–4624
Mayne DQ, Seron MM, Raković SV (2005) Robust model predictive control of constrained linear systems with bounded disturbances. Automatica 41(2):219–224
Primbs JA, Sung CH (2009) Stochastic receding horizon control of constrained linear systems with state and control multiplicative noise. IEEE Trans Autom Control 54(2):221–230
Schwarm AT, Nikolaou M (1999) Chance-constrained model predictive control. AIChE J 45(8):1743–1752
Stoorvogel AA, Weiland S, Batina I (2007) Model predictive control by randomized algorithms for systems with constrained inputs and stochastic disturbances. http://wwwhome.math.utwente.nl/%7Estoorvogelaa/subm01.pdf
van Hessem DH, Bosgra OH (2002) A conic reformulation of model predictive control including bounded and stochastic disturbances under state and input constraints. In: IEEE conference on decision and control, Las Vegas, pp 4643–4648
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer-Verlag London
About this entry
Cite this entry
Kouvaritakis, B., Cannon, M. (2014). Stochastic Model Predictive Control. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_7-1
Download citation
DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-1
Received:
Accepted:
Published:
Publisher Name: Springer, London
Online ISBN: 978-1-4471-5102-9
eBook Packages: Springer Reference EngineeringReference Module Computer Science and Engineering
Publish with us
Chapter history
-
Latest
Stochastic Model Predictive Control- Published:
- 27 October 2019
DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-2
-
Original
Stochastic Model Predictive Control- Published:
- 06 March 2014
DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-1