What question did this study set out to answer?

To develop a stabilizing stochastic model predictive control design for discrete-time linear systems subjected to multiplicative disturbances and linear state and input constraints.

November 17, 2011IEEE Transactions on Automatic ControlOpen Access

Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems

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Authors

DBDaniele BernardiniUniversity of Siena

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Implication

Simulation study demonstrates robust stabilization in constrained linear systems under multiplicative disturbances, highlighting improved closed-loop performance over standard predictive control.

Key Points

To develop a stabilizing stochastic model predictive control design for discrete-time linear systems subjected to multiplicative disturbances and linear state and input constraints.
Derived offline linear matrix inequality conditions using quadratic and piecewise linear Lyapunov functions to guarantee stochastic convergence and robust constraint satisfaction.
Formulated online multistage stochastic optimization using scenario enumeration into quadratic programs, yielding an explicit computable form for linear constraint settings.
Benchmarked closed-loop performance and stability against traditional model predictive control schemes using numerical simulations.
Demonstrated guaranteed stochastic stabilization and robust linear constraint satisfaction for discrete disturbance distributions.
Achieved superior closed-loop performance and lower conservatism compared to traditional model predictive control formulations in numerical evaluations.

Cite This Study

Daniele Bernardini (2011) studied this question.

synapsesocial.com/papers/6a7ce56f935a63c6933aa810 https://doi.org/10.1109/tac.2011.2176429

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Implication

Simulation study demonstrates robust stabilization in constrained linear systems under multiplicative disturbances, highlighting improved closed-loop performance over standard predictive control.

Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems

Discussion

Member takes

Implication

Key Points

Cite This Study

Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems

Discussion

Member takes

Implication

Key Points

Cite This Study

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