Optimized robust control invariance for linear discrete-time systems: Theoretical foundations

  • Authors:
  • S. V. Raković;E. C. Kerrigan;D. Q. Mayne;K. I. Kouramas

  • Affiliations:
  • Department of Electrical and Electronic Engineering, Imperial College London, UK;Department of Electrical and Electronic Engineering, Imperial College London, UK and Department of Aeronautics, Imperial College London, UK;Department of Electrical and Electronic Engineering, Imperial College London, UK;Centre for Process Systems Engineering, Department of Chemical Engineering, Imperial College London, UK

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2007

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Abstract

This paper introduces the concept of optimized robust control invariance for discrete-time linear time-invariant systems subject to additive and bounded state disturbances. A novel characterization of two families of robust control invariant sets is given. The existence of a constraint admissible member of these families can be checked by solving a single and tractable convex programming problem in the generic linear-convex case and a standard linear/quadratic program when the constraints are polyhedral or polytopic. The solution of the same optimization problem yields the corresponding feedback control law that is, in general, set-valued. A procedure for selection of a point-valued, nonlinear control law is provided.