Feedback model predictive control by randomized algorithms

Ivo Batina, Antonie Arij Stoorvogel, Siep Weiland

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademic

    4 Citations (Scopus)


    In this paper we present a further development of an algorithm for stochastic disturbance rejection in model predictive control with input constraints based on randomized algorithms. The algorithm presented in our work can solve the problem of stochastic disturbance rejection approximately but with high accuracy at the expense of a large computational effort. The algorithm described here uses a predefined controller structure in the optimization and it is significantly less computationally demanding but with a price of some performance loss. Via an example it is shown that the algorithm gives considerable reduction in the computational time and that performance loss is rather small compared to the algorithm in our earlier work.
    Original languageEnglish
    Title of host publicationEuropean Control Conference (ECC 2001)
    Subtitle of host publication 4-7 Sept. 2001
    Number of pages5
    ISBN (Print)978-3-9524173-6-2
    Publication statusPublished - 2001
    Event2001 European Control Conference, ECC 2001 - Porto, Portugal
    Duration: 4 Sep 20017 Sep 2001


    Conference2001 European Control Conference, ECC 2001
    Abbreviated titleECC


    • IR-68847
    • EWI-16641

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