Stochastic distributed Predictive Control of independent systems with coupling constraints

This paper presents a distributed Model Predictive Control algorithm for systems made by a number of linear subsystems with independent dynamics, but with joint constraints on the state and control variables. It is assumed that each subsystem is subject to stochastic, possibly unbounded disturbances. The method is based on the reformulation of the probabilistic joint constraints in terms of deterministic ones by means of the Cantelli inequality, and its convergence and recursive feasibility properties are established. A simulation example is reported to witness the potentialities of the proposed control scheme.