%0 Conference Paper %1 ist:schlueter2023a %A Ma, Zhiming %A Schlüter, Henning %A Berkel, Felix %A Specker, Thomas %A Allgöwer, Frank %B Proc. 12th IFAC Symp. Nonlinear Control Systems (NOLCOS) %C Canberra, Australia %D 2023 %I Elsevier %K grk2198 myown %N 1 %P 204-209 %R 10.1016/j.ifacol.2023.02.035 %T Recursive Feasibility and Stability for Stochastic MPC based on Polynomial Chaos %V 56 %X This paper deals with stochastic model predictive control (SMPC) based on polynomial chaos expansion (PCE) for linear systems with time-invariant stochastic parametric uncertainties and time-varying stochastic additive disturbances subject to chance constraints on states and inputs. Exploiting terminal ingredients in the SMPC problem and a hybrid update strategy, a recursively feasible optimization problem is formulated. Moreover, stability of the system of PCE coefficients can be shown. Furthermore, in the paper the performance and computational complexity of SMPC based on PCEs is compared to tube-based SMPC and robust model predictive control (RMPC) is analyzed and benefits are demonstrated in simulation.

@inproceedings{ist:schlueter2023a, abstract = {This paper deals with stochastic model predictive control (SMPC) based on polynomial chaos expansion (PCE) for linear systems with time-invariant stochastic parametric uncertainties and time-varying stochastic additive disturbances subject to chance constraints on states and inputs. Exploiting terminal ingredients in the SMPC problem and a hybrid update strategy, a recursively feasible optimization problem is formulated. Moreover, stability of the system of PCE coefficients can be shown. Furthermore, in the paper the performance and computational complexity of SMPC based on PCEs is compared to tube-based SMPC and robust model predictive control (RMPC) is analyzed and benefits are demonstrated in simulation.}, added-at = {2022-12-22T04:48:27.000+0100}, address = {Canberra, Australia}, author = {Ma, Zhiming and Schlüter, Henning and Berkel, Felix and Specker, Thomas and Allgöwer, Frank}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/21f6bbc2662cc3ff517fe0d1c05a48fc7/hschluter}, booktitle = {Proc. 12th IFAC Symp. Nonlinear Control Systems (NOLCOS)}, doi = {10.1016/j.ifacol.2023.02.035}, eventdate = {2023-01-05}, eventtitle = {12th IFAC Symposium on Nonlinear Control Systems}, interhash = {02d61173aa273b493e08a0b982544180}, intrahash = {1f6bbc2662cc3ff517fe0d1c05a48fc7}, issn = {2405-8963}, keywords = {grk2198 myown}, month = {1}, number = 1, pages = {204-209}, publisher = {Elsevier}, timestamp = {2023-03-20T08:41:22.000+0100}, title = {Recursive Feasibility and Stability for Stochastic MPC based on Polynomial Chaos}, volume = 56, year = 2023 }