Fully parameterized tube model predictive control

The recently proposed parameterized tube model predictive control (MPC) exploited linearity to separate the treatment of future disturbances in robust model predictive control, thereby gaining significant computational advantages while superseding the state-of-the-art closed-loop strategies. The approach used an upper triangular parameterized tube prediction structure and a linear cost. The current paper proposes an extension of the tube prediction structure, which is fully parameterized and allows for the use of more general cost functions. The introduced parameterization generalizes the one associated with parameterized tube MPC (PTMPC), while it shares its strong system theoretic properties as well as its computational tractability. Copyright © 2012 John Wiley and Sons, Ltd. Copyright © 2012 John Wiley and Sons, Ltd