Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty

Abstract

The technical note develops a receding horizon control strategy to guarantee closed-loop convergence and feasibility in respect of soft constraints. Earlier results addressed the case of multiplicative uncertainty only. The present technical note extends these to the more general case of additive and multiplicative uncertainty and proposes a method of handling probabilistic constraints. The results are illustrated by a simple design study considering the control of a wind turbine.