Stochastic output feedback MPC with intermittent observations

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed that sensor data is lost with a known probability. Taking in...

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Published inAutomatica (Oxford) Vol. 141; p. 110282
Main Authors Yan, Shuhao, Cannon, Mark, Goulart, Paul J.
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.07.2022
Subjects
Online AccessGet full text
ISSN0005-1098
1873-2836
DOI10.1016/j.automatica.2022.110282

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Abstract This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed that sensor data is lost with a known probability. Taking into account the data losses modelled by a Bernoulli process, we parameterise the predicted control policy as an affine function of future observations and obtain a convex linear-quadratic optimal control problem. Constraint satisfaction and a discounted cost bound are ensured without imposing bounds on the distributions of the disturbance and noise inputs. In addition, the average long-run undiscounted closed loop cost is shown to be finite if the discount factor takes appropriate values. We analyse robustness of the proposed control law with respect to possible uncertainties in the arrival probability of sensor data and we bound the impact of these uncertainties on constraint satisfaction and the discounted cost. Numerical simulations are provided to illustrate these results.
AbstractList This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed that sensor data is lost with a known probability. Taking into account the data losses modelled by a Bernoulli process, we parameterise the predicted control policy as an affine function of future observations and obtain a convex linear-quadratic optimal control problem. Constraint satisfaction and a discounted cost bound are ensured without imposing bounds on the distributions of the disturbance and noise inputs. In addition, the average long-run undiscounted closed loop cost is shown to be finite if the discount factor takes appropriate values. We analyse robustness of the proposed control law with respect to possible uncertainties in the arrival probability of sensor data and we bound the impact of these uncertainties on constraint satisfaction and the discounted cost. Numerical simulations are provided to illustrate these results.
ArticleNumber 110282
Author Goulart, Paul J.
Cannon, Mark
Yan, Shuhao
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Keywords Model predictive control
Chance constraints
Packet drops
Convex optimisation
Output feedback
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Snippet This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising...
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Publisher
StartPage 110282
SubjectTerms Chance constraints
Convex optimisation
Model predictive control
Output feedback
Packet drops
Title Stochastic output feedback MPC with intermittent observations
URI https://dx.doi.org/10.1016/j.automatica.2022.110282
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