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Published in:
The Essentials of Model Predictive Control Read chapter Read first chapter

2019 | OriginalPaper | Chapter

Stochastic Model Predictive Control

Authors : Ali Mesbah, Ilya V. Kolmanovsky, Stefano Di Cairano

Published in: Handbook of Model Predictive Control

Publisher: Springer International Publishing

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Abstract

Stochastic Model Predictive Control (SMPC) accounts for model uncertainties and disturbances based on their probabilistic description. This chapter considers several formulations and solutions of SMPC problems and discusses some examples and applications in this diverse, complex, and growing field.

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previous chapter Set-Valued and Lyapunov Methods for MPC
next chapter Moving Horizon Estimation
Footnotes
1
For notational convenience, the control and prediction horizons are considered to be identical.
 
2
Hereafter we use the common notation in predictive control to differentiate prediction time instances t + k from time t at which predictions are made.
 
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Metadata
Title
Stochastic Model Predictive Control
Authors
Ali Mesbah
Ilya V. Kolmanovsky
Stefano Di Cairano
Copyright Year
2019
Book
Handbook of Model Predictive Control

Print ISBN: 978-3-319-77488-6

Electronic ISBN: 978-3-319-77489-3

Copyright Year: 2019

DOI
https://doi.org/10.1007/978-3-319-77489-3_4