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

• Published in: Automatica (Oxford) Vol. 47; no. 2; pp. 427 - 428
• Main Authors: Su, Yang, Tan, Kok Kiong, Lee, Tong Heng
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.02.2011
• Subjects: Constrained control; Mean square stability; Optimization; Stochastic systems; Stochastic systems; Mean square stability; Constrained control; Optimization

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...