Stochastic MPC With Dynamic Feedback Gain Selection and Discounted Probabilistic Constraints
Stochastic MPC With Dynamic Feedback Gain Selection and Discounted Probabilistic Constraints
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (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 minimising upper …