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Approximations of Closed-Loop Minimax MPC
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

Minimax or worst-case approaches have been used frequently recently in model predictive control (MPC) to obtain control laws that are less sensitive to uncertainty. The problem with minimax MPC is that the controller can become overly conservative. An extension to minimax MPC that can resolve this problem is closed-loop minimax MPC. Unfortunately, closed-loop minimax MPC is essentially an intractable problem. In this paper, we introduce a novel approach to approximate the solution to anumber of closed-loop minimax MPC problems. The result is convex optimization problems with size growing polynomially in system dimension and prediction horizon.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2516
Keyword [en]
Predictive control, Optimal control, Control of uncertain systems
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55935ISRN: LiTH-ISY-R-2516OAI: diva2:316797
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-03Bibliographically approved

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Löfberg, Johan
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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