Safe Stochastic Model Predictive Controller

A safe algorithm which implements a Stochastic Model Predictive control along with a backup Robust Model Predictive Control

This code is entirely based on the simulation results obtained in the IEEE Reference paper titled "Safe Stochastic Model Predictive Control" by T. Brudigam, R. Jacumet, D. Wollherr, and M. Leibold. This safety technique utilizes the control inputs of a stochastic model. Predictive Control can be implemented as long as a reliable backup planner can guarantee safety to meet strict limitations while accounting for limited variability. An undisturbed system has been considered for implementing the simulation but the same can be applied for a system with disturbances. A normally distributed uncertainty disturbance model is considered. A pdf file describing the algorithm in brief is also attached.