Ellipsoidal partitions for improved multi-stage robust model predictive control

Moritz Heinlein, Florian Messerer, Moritz Diehl, Sergio Lucia

Published: 2025/9/16

Abstract

Ellipsoidal tube-based model predictive control methods effectively account for the propagation of the reachable set, typically employing linear feedback policies. In contrast, scenario-based approaches offer more flexibility in the feedback structure by considering different control actions for different branches of a scenario tree. However, they face challenges in ensuring rigorous guarantees. This work aims to integrate the strengths of both methodologies by enhancing ellipsoidal tube-based MPC with a scenario tree formulation. The uncertainty ellipsoids are partitioned by halfspaces such that each partitioned set can be controlled independently. The proposed ellipsoidal multi-stage approach is demonstrated in a human-robot system, highlighting its advantages in handling uncertainty while maintaining computational tractability.

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