Probabilistic model predictive control for extended prediction horizons

Abstract

Abstract Detailed prediction models with robust constraints and small sampling times in Model Predictive Control yield conservative behavior and large computational effort, especially for longer prediction horizons. Here, we extend and combine previous Model Predictive Control methods that account for prediction uncertainty and reduce computational complexity. The proposed method uses robust constraints on a detailed model for short-term predictions, while probabilistic constraints are employed on a simplified model with increased sampling time for long-term predictions. The underlying methods are introduced before presenting the proposed Model Predictive Control approach. The advantages of the proposed method are shown in a mobile robot simulation example.