Stochastic MPC with dynamic feedback gain selection and discounted probabilistic constraints
This paper considers linear discrete-time systems with additive disturbances, and designs an MPC law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance constraint. The feedback gain is selected online and we provide two selection methods based on m...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
IEEE
2021
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