Stochastic MPC for Linear Systems With Unbounded Multiplicative Noise Guaranteeing Closed-Loop Chance Constraints Satisfaction

C Mark, D Ravasio, M Farina… - IEEE Control Systems …, 2024 - ieeexplore.ieee.org
In this letter we consider discrete-time linear systems affected by unbounded multiplicative
noise. To control this class of systems, we apply an indirect-feedback stochastic model …