Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty

The technical note develops a receding horizon control strategy to guarantee closed-loop convergence and feasibility in respect of soft constraints. Earlier results [1] 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.