{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/stochastic-data-driven-predictive-control-2","title":"Stochastic Data-Driven Predictive Control: Chance-Constraint Satisfaction with Identified Multi-step Predictors","arxiv_id":"2409.10405","date":"2024-09-16","proceeding":null,"authors":["Haldun Balim","Andrea Carron","Melanie N. Zeilinger","Johannes Köhler"],"abstract":"We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance constraint satisfaction. In particular, we present a strategy to identify multi-step predictors and quantify the associated uncertainty using a surrogate (data-driven) state space model. Then, we utilize the derived distribution to formulate a constraint tightening that ensures chance constraint satisfaction despite the parametric uncertainty. A numerical example highlights the reduced conservatism of handling parametric uncertainty in the proposed method compared to state-of-the-art solutions.","url_abs":"https://arxiv.org/abs/2409.10405v2","url_pdf":"https://arxiv.org/pdf/2409.10405v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"stochastic-data-driven-predictive-control-2","repo_url":"https://github.com/haldunbalim/MultistepPredictors","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"model-predictive-control","task_name":"Model Predictive Control"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}