Robust Model Predictive Control with Adjustable Uncertainty Sets

Abstract: In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional decision variables. In particular, given a metric for adjusting the uncertainty sets, we address the question of determining the optimal size and shape of those uncertainty sets, while ensuring robust constraint satisfaction. The focus of this paper is on ensuring constraint satisfaction over an infinite horizon, also known as persistent feasibility. We show that, similar as in standard Robust MPC, persistent feasibility can be guaranteed if the terminal set is an invariant set with respect to both the state of the system and the adjustable uncertainty set. We also present an algorithm for computing such invariant sets, and illustrate the effectiveness of our approach in a cooperative adaptive cruise control application.