Long duration stochastic MPC with mission-wide probabilistic constraints using waysets

A stochastic Model Predictive Control (MPC) formulation is presented for systems operating for a finite time subject to constraints on the Mission-Wide Probability of Safety (MWPS). For linear discrete-time systems subject to unknown disturbances, the goal is to formulate an MPC controller to achieve a desired probability of mission success, where the entire closed-loop state and input trajectories stay within the state and input constraint sets and the final state reaches the desired terminal set. To enable longer missions under greater uncertainty, a wayset-based approach is proposed that allows for the prediction horizon of the MPC to be significantly shorter than the length of the mission. Using a scenario-based approach to stochastic MPC, the use of constrained zonotopes makes the computation of these waysets efficient and practical. Numerical results demonstrate the utility of the waysets for increasing the feasibility of MWPS constraints to longer missions and that the percentage of successful missions asymptotically converges above the desired probability.