UKF-SNMPC

UKF-SNMPC is an efficient model predictive control algorithm for nonlinear differential algebraic equation systems with stochastic uncertainties, which uses the unscented transformation for both uncertainty propagation and state estimation. This repository contains all the necessary files coded in Python with a file to edit the problem definition and a file to simulate it. To cite UKF-SNMPC please use the following publications:

E. Bradford, and L. Imsland, Stochastic Nonlinear Model Predictive Control with State Estimation by Incorporation of the Unscented Kalman Filter, arXiv preprint arXiv:1709.01201, 2017.

E. Bradford, and L. Imsland, Economic stochastic model predictive control using the unscented Kalman filter, IFAC-PapersOnLine, vol. 51, no. 18, pp. 417-422, 2018.