Comments on “Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints” [Automatica 45 (2009) 167–172]

In a recent paper (Cannon, Kouvaritakis, & Wu, 2009), an MPC algorithm for systems with stochastic multiplicative uncertainty was proposed. It offers potentially significant computational advantages and it is less conservative. In this note, a modification is suggested to strengthen the original result.