Improved Prediction Dynamics for Robust MPC

This article proposes a new model predictive control (MPC) control scheme for polytopic uncertain and/or time-varying systems with state and input constraints. The MPC policies we consider employ: 1) the intersection of ellipsoids to characterize the domain of attraction, 2) a time-varying Lyapunov function to bound from above the cost function, 3) a tailored alternating direction method of multipliers algorithm to solve efficiently the online optimization problem. With respect to other well-known techniques, the main advantage of the new approach is the reduced conservativeness.