A Riccati-Based Interior Point Method for Efficient Model Predictive Control of SISO Systems
This paper presents an algorithm for Model Predictive Control of SISO systems. Based on a quadratic objective in addition to (hard) input constraints it features soft upper as well as lower constraints on the output and an input rate-of-change penalty term. It keeps the deterministic and stochastic model parts separate. The controller is designed based on the deterministic model, while the Kalman
