Stochastic MPC Using the Unscented Transform

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Model predictive control for linear stochastic systems with constraints has previously been solved using so called scenario methods which gives an approximate solution which is very computationally demanding. Here the model predictive control problem for linear stochastic system with known fixed system matrices are considered. Only outputs with measurement noise is assumed measurable. The main contribution is the development of a deterministic convex standard MPC problem which approximate the solution to the stochastic MPC problem.

Original languageEnglish
Title of host publication2018 Annual American Control Conference, ACC 2018
Number of pages7
Publication date9 Aug 2018
Article number8430903
ISBN (Print)978-1-5386-5429-3
ISBN (Electronic)978-1-5386-5428-6
Publication statusPublished - 9 Aug 2018
Event2018 Annual American Control Conference, ACC 2018 - Milwauke, United States
Duration: 27 Jun 201829 Jun 2018


Conference2018 Annual American Control Conference, ACC 2018
Country/TerritoryUnited States


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