Comments on "Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints" [Automatica 45 (2009) 167-172]

Su Y; Tan KK; Lee TH

Automatica, Vol.47, No.2, 427-428, 2011

DOI10.1016/j.automatica.2010.10.042 Export Citation

Comments on "Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints" [Automatica 45 (2009) 167-172]

Su Y, Tan KK, Lee TH

In a recent paper (Cannon, Kouvaritakis, & Wu, 2009), an MPC algorithm for systems with stochastic multiplicative uncertainty was proposed. It offers potentially significant computational advantages and it is less conservative. In this note, a modification is suggested to strengthen the original result. (C) 2010 Elsevier Ltd. All rights reserved.

Keywords:Constrained control;Stochastic systems;Mean square stability;Optimization