Konstantinos Prattis

Stochastic Nonlinear Model Predictive Control with Gaussian Mixture Uncertainty Propagation

We propose a novel Stochastic Nonlinear Model Predictive Control (SNMPC) framework for nonlinear systems with additive noise. Building on recent advances in nonlinear uncertainty propagation, we show that the state distribution of the system can be tractably approximated over time by Gaussian mixture distributions, wit...