Title
Stochastic tube MPC for LPV systems with probabilistic set inclusion conditions
Abstract
The problem of controlling an LPV system subject to both hard and probabilistic constraints is considered. A necessary and sufficient condition for the inclusion of a polytope within another polytope, which is defined in terms of random variables, is given. This leads naturally to a tube MPC optimisation including linear probabilistic constraints. This can be solved approximately by considering a related problem obtained by sampling, which gives a mixed integer programming problem with a convex continuous relaxation. For fast sampling applications, we outline efficient approximate methods of solving the MIP via greedy constraint removal.
Year
DOI
Venue
2014
10.1109/CDC.2014.7040135
Decision and Control
Keywords
Field
DocType
integer programming,linear parameter varying systems,predictive control,probability,LPV system,MIP,convex continuous relaxation,efficient approximate methods,greedy constraint removal,linear probabilistic constraints,mixed integer programming problem,probabilistic set inclusion conditions,receding horizon model predictive control,stochastic tube MPC optimisation
Mathematical optimization,Random variable,Computer science,Control theory,Regular polygon,Integer programming,Polytope,Sampling (statistics),Probabilistic logic
Conference
ISSN
ISBN
Citations 
0743-1546
978-1-4799-7746-8
5
PageRank 
References 
Authors
0.50
4
3
Name
Order
Citations
PageRank
Fleming, J.1123.22
Mark Cannon251163.73
Basil Kouvaritakis338443.65