Comments on “Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints” [Automatica 45 (2009) 167–172]

In a recent paper ( Cannon, Kouvaritakis, & Wu, 2009), an MPC algorithm for systems with stochastic multiplicative uncertainty was proposed. It offers potentially significant computational advantages and it is less conservative. In this note, a modification is suggested to strengthen the origina...

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Bibliographic Details
Published inAutomatica (Oxford) Vol. 47; no. 2; pp. 427 - 428
Main Authors Su, Yang, Tan, Kok Kiong, Lee, Tong Heng
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.02.2011
Subjects
Constrained control
Mean square stability
Optimization
Stochastic systems
Stochastic systems
Mean square stability
Constrained control
Optimization
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Summary:In a recent paper ( Cannon, Kouvaritakis, & Wu, 2009), an MPC algorithm for systems with stochastic multiplicative uncertainty was proposed. It offers potentially significant computational advantages and it is less conservative. In this note, a modification is suggested to strengthen the original result.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2010.10.042