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Communication Dans Un Congrès Année : 2022

Stochastic model predictive control for linear systems affected by correlated disturbances

Résumé

In this paper, the problem of stability, recursive feasibility and convergence conditions of stochastic model predictive control for linear discrete-time systems affected by a large class of correlated disturbances is addressed. Based on indirect feedback of the state, we develop a stochastic model predictive control that guarantees convergence, average cost bound and chance constraint satisfaction. The results rely on the computation of probabilistic reachable and invariant sets using the notion of correlation bound. This control algorithm results from a tractable deterministic optimal control problem formulation with a value function that upperbounds the expected quadratic cost of the predicted state trajectory and control sequence. The proposed methodology only relies on the assumption of the existence of bounds on the mean and the covariance matrices of the disturbance sequence distribution.
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Dates et versions

hal-03706831 , version 1 (28-06-2022)

Identifiants

Citer

Lotfi Mustapha Chaouach, Mirko Fiacchini, Teodoro Alamo. Stochastic model predictive control for linear systems affected by correlated disturbances. ROCOND 2022 - 10th IFAC Symposium on Robust Control Design, Aug 2022, Kyoto, Japan. pp.133-138, ⟨10.1016/j.ifacol.2022.09.336⟩. ⟨hal-03706831⟩
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