Polynomial Chaos-based Stochastic Model Predictive Control: An Overview and Future Research Directions
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866914835366674432 |
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| author | Mishra, Prabhat K. Paulson, Joel A. Braatz, Richard D. |
| author_facet | Mishra, Prabhat K. Paulson, Joel A. Braatz, Richard D. |
| contents | This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a computationally tractable way to perform complete and accurate uncertainty propagation through (smooth) nonlinear dynamic systems. As such, it represents a very useful computational tool for accelerating the computations needed in SMPC with time invariant uncertainties. It turns out that it can also be used to reduce complexity of chance constraints, which are an important component of SMPC. In this paper, we provide an overview of PCT and discuss how it can be applied in such time invariant settings. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_10734 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Polynomial Chaos-based Stochastic Model Predictive Control: An Overview and Future Research Directions Mishra, Prabhat K. Paulson, Joel A. Braatz, Richard D. Systems and Control This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a computationally tractable way to perform complete and accurate uncertainty propagation through (smooth) nonlinear dynamic systems. As such, it represents a very useful computational tool for accelerating the computations needed in SMPC with time invariant uncertainties. It turns out that it can also be used to reduce complexity of chance constraints, which are an important component of SMPC. In this paper, we provide an overview of PCT and discuss how it can be applied in such time invariant settings. |
| title | Polynomial Chaos-based Stochastic Model Predictive Control: An Overview and Future Research Directions |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2406.10734 |