Efficient prediction strategies for disturbance compensation in stochastic MPC

References

• Bertsekas , D . 1995 . Dynamic Programming and Optimal Control , Belmont, MA : Athena Scientific .
   Google Scholar
• Blanchini , F . 1999 . Set Invariance in Control . Automatica , 35 : 1747 – 1767 .
   Web of Science ®Google Scholar
• Cannon , M and Kouvaritakis , B . 2005 . Optimizing Prediction Dynamics for Robust MPC . IEEE Transactions on Automatic Control , 50 : 1892 – 1897 .
   Web of Science ®Google Scholar
• Cannon , M , Kouvaritakis , B and Wu , X . 2009 . Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty . IEEE Transactions on Automatic Control , 54 : 1626 – 1632 .
   Web of Science ®Google Scholar
• Gilbert , E and Tan , K . 1991 . Linear Systems with State and Control Constraints: The Theory and Practice of Maximal Admissible Sets . IEEE Transactions on Automatic Control , 36 : 1008 – 1020 .
   Web of Science ®Google Scholar
• Goulart , P , Kerrigan , E and Maciejowski , J . 2006 . Optimization Over State Feedback Policies for Robust Control with Constraints . Automatica , 42 : 523 – 533 .
   Web of Science ®Google Scholar
• Kouvaritakis , B , Cannon , M , Raković , SV and Cheng , Q . 2010a . Explicit Use of Probabilistic Distributions in Linear Predictive Control . Automatica , 46 : 1719 – 1724 .
   Web of Science ®Google Scholar
• Kouvaritakis , B . Cannon, M., and Yadlin, R. (2010b), ‘On the Centres and Scalings of Robust and Stochastic Tubes’, in UKACC Control 2010, Coventry, UK, September
   Google Scholar
• Löfberg , J . (2003), ‘Minimax Approaches to Robust Model Predictive Control’, PhD Thesis, Department of Electrical Engineering, Linköping University, Linköping, Sweden
   Google Scholar
• Raković , SV , Kerrigan , E , Kouramas , K and Mayne , D . 2005 . Invariant Approximations of the Minimal Robust Positively Invariant Set . IEEE Transactions on Automatic Control , 50 : 406 – 410 .
   Web of Science ®Google Scholar
• Scokaert , P and Mayne , D . 1998 . Min–max Feedback Model Predictive Control for Constrained Linear Systems . IEEE Transactions on Automatic Control , 43 : 1136 – 1142 .
   Web of Science ®Google Scholar