Stochastic tube MPC for LPV systems with probabilistic set inclusion conditions
Stochastic tube MPC for LPV systems with probabilistic set inclusion conditions
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.
4783-4788
Fleming, James
b59cb762-da45-43b1-b930-13dd9f26e148
Cannon, Mark
d2a52d25-9100-4a93-9bc7-8d10f4f3fa17
Kouvaritakis, Basil
ae3159e2-f89e-4907-89ec-3127049716ba
12 February 2015
Fleming, James
b59cb762-da45-43b1-b930-13dd9f26e148
Cannon, Mark
d2a52d25-9100-4a93-9bc7-8d10f4f3fa17
Kouvaritakis, Basil
ae3159e2-f89e-4907-89ec-3127049716ba
Fleming, James, Cannon, Mark and Kouvaritakis, Basil
(2015)
Stochastic tube MPC for LPV systems with probabilistic set inclusion conditions.
In 53rd IEEE Conference on Decision and Control.
IEEE.
.
(doi:10.1109/CDC.2014.7040135).
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Conference or Workshop Item
(Paper)
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.
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e-pub ahead of print date: 2014
Published date: 12 February 2015
Venue - Dates:
IEEE: 53rd Conference on Decision and Control, , Los Angeles, United States, 2014-12-15 - 2014-12-17
Identifiers
Local EPrints ID: 424457
URI: http://eprints.soton.ac.uk/id/eprint/424457
ISSN: 0191-2216
PURE UUID: 19e51755-c5aa-4f95-955a-9137979dccaa
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Date deposited: 05 Oct 2018 11:37
Last modified: 15 Mar 2024 21:27
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Contributors
Author:
James Fleming
Author:
Mark Cannon
Author:
Basil Kouvaritakis
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