Analysis of linear systems using truncated ellipsoids

  • Authors:
  • Thomas Thibodeau;Tingshu Hu

  • Affiliations:
  • Department of Electrical and Computer Engineering, University of Massachusetts, Lowell, MA;Department of Electrical and Computer Engineering, University of Massachusetts, Lowell, MA

  • Venue:
  • ACC'09 Proceedings of the 2009 conference on American Control Conference
  • Year:
  • 2009

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Abstract

The objective of this paper is to develop numerically simple and effective methods for system analysis using truncated ellipsoids. The paper studies linear time-invariant systems subject to persistent disturbance and state constraint. The maximal output under a set of initial conditions and the overshoot under a given step input are estimated. Attempts are also made to detect an invariant set, as large as possible, within state/output constraint. The results are based on the set invariance condition for the truncated ellipsoid, and a characterization of the set where the output possibly reaches a local extreme.