Stochastic model predictive control for linear systems affected by correlated disturbances
نویسندگان
چکیده
In this paper, the problem of stability, recursive feasibility and convergence conditions stochastic model predictive control for linear discrete-time systems affected by a large class correlated disturbances is addressed. A that guarantees convergence, average cost bound chance constraint satisfaction developed. The results rely on computation probabilistic reachable invariant sets using notion correlation bound. This algorithm from tractable deterministic optimal with function upper-bounds expected quadratic predicted state trajectory sequence. proposed methodology only relies assumption existence bounds mean covariance matrices disturbance
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2022
ISSN: ['2405-8963', '2405-8971']
DOI: https://doi.org/10.1016/j.ifacol.2022.09.336