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In this paper, we develop a distributionally robust model predictive control framework for the control of wind farms with the goal of power tracking and mechanical stress reduction of the individual wind turbines. We introduce an ARMA model to predict the turbulent wind speed, where we merely assume that the residuals are sub-Gaussian noise with statistics contained in an moment-based ambiguity set. We employ a recently developed distributionally model predictive control scheme to ensure constraint satisfaction and recursive feasibility of the control algorithm. The effectiveness of the approach is demonstrated on a practical example of five wind turbines in a row.

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