A stochastic output-feedback MPC scheme for distributed systems

C Mark, S Liu - 2020 American Control Conference (ACC), 2020 - ieeexplore.ieee.org
2020 American Control Conference (ACC), 2020ieeexplore.ieee.org
In this paper, we present a novel stochastic output-feedback MPC scheme for distributed
systems with additive process and measurement noise. The chance constraints are treated
with the concept of probabilistic reachable sets, which, under an unimodality assumption on
the disturbance distributions are guaranteed to be satisfied in closed-loop. By conditioning
the initial state of the optimization problem on feasibility, the fundamental property of
recursive feasibility is ensured. Closed-loop chance constraint satisfaction, recursive …
In this paper, we present a novel stochastic output-feedback MPC scheme for distributed systems with additive process and measurement noise. The chance constraints are treated with the concept of probabilistic reachable sets, which, under an unimodality assumption on the disturbance distributions are guaranteed to be satisfied in closed-loop. By conditioning the initial state of the optimization problem on feasibility, the fundamental property of recursive feasibility is ensured. Closed-loop chance constraint satisfaction, recursive feasibility and convergence to an asymptotic average cost bound are proven. The paper closes with a numerical example of three interconnected subsystems, highlighting the chance constraint satisfaction and average cost compared to a centralized setting.
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