The problem is to construct robust control in probabilistic sense for all possible values from some predefined set. In that case it is a good way to shrink the set over time in order to get better sets. The proposed algorithm is based on the modified LSCR (Leave-out Sign-dominant Correlation Regions) and applied to state space model used in MPC.

The inputs for algorithm are located in mpc_lscr_arx/MPC_LSCR_Test_2D_Simple.m. You can read more here