Stochastic Model Predictive Control using Initial State Optimization

نویسندگان

چکیده

We propose a stochastic MPC scheme using an optimization over the initial state for predicted trajectory. Considering linear discrete-time systems under unbounded additive disturbances subject to chance constraints, we use constraint tightening based on probabilistic reachable sets design MPC. The avoids infeasibility issues arising from by including as decision variable. show that stabilizing control can guarantee satisfaction in closed loop, assuming unimodal disturbances. In addition illustrating these guarantees, numerical example indicates further advantages of optimizing transient behavior.

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ژورنال

عنوان ژورنال: IFAC-PapersOnLine

سال: 2022

ISSN: ['2405-8963', '2405-8971']

DOI: https://doi.org/10.1016/j.ifacol.2022.11.095