(Stochastic) Model Predictive Control -- a Simulation Example

Abstract

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab code for this stochastic Model Predictive Control example is available online.

arXiv commentMatlab example: https://github.com/tim283/smpc_example