Including Model Predictive Control (MPC) in the undergraduate/graduate control curriculum is becoming vitally important due to growing adoption of MPC many industrial areas. In this paper, we present an overview predictive course taught by authors at Imperial College London between 2018 and 2021. We discuss how evolved from focusing solely on linear formulation covering nonlinear some its exten...

We propose a specification test for conditional location--scale models based on extremal dependence properties of the standardized residuals. do so comparing left-over serial -- as measured by pre-asymptotic tail copula with that arising under independence at different lags. Our main theoretical results show proposed Portmanteau-type statistics have nuisance parameter-free asymptotic limits. Th...