Stochastic model predictive control: insights and performance comparisons for linear systems

Title: Stochastic model predictive control: insights and performance comparisons for linear systems
Creator: Seron, Maria M.; Goodwin, Graham C.; Carrasco, Diego S.
Relation: International Journal of Robust and Nonlinear Control Vol. 29, Issue 15, p. 5038-5057
Publisher Link: http://dx.doi.org/10.1002/rnc.4106
Publisher: John Wiley & Sons
Resource Type: journal article
Date: 2019
Description: In this paper, we define several instances of model predictive control (MPC) for linear systems, including both deterministic and stochastic formulations. We show by explicit computation of the associated control laws that, under certain conditions, different formulations lead to identical results. This paper provides insights into the performance of stochastic MPC. Amongst other things, it shows that stochastic MPC and traditional MPC can give identical results in special cases. In cases where the solutions are different, we show that the explicit formulation of the problem can give insight into the performance gap.
Subject: linear systems; model predictive control; stochastic predictive control; insights into performance
Identifier: http://hdl.handle.net/1959.13/1470461
Identifier: uon:48475
Identifier: ISSN:1049-8923
Language: eng
Reviewed

		Thumbnail	File	Description	Size	Format