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Optimized robust control invariant sets for constrained linear discrete-time systems

Authors:Rakovic Sasa V., Imperial College London, United Kingdom
Mayne David Q., Imperial College London, United Kingdom
Kerrigan Eric C., University of Cambridge, United Kingdom
Kouramas Konstantinos I., Imperial College London, United Kingdom
Topic:2.5 Robust Control
Session:Set-Invariance Techniques
Keywords: Set invariance, Constrained control, Linear systems.

Abstract

In this paper we introduce the concept of optimized robust controlled invariance for a discrete-time, linear,time-invariant system subject to additive state disturbances. A novel characterization of a family of the robustly controlled invariant sets is given. The existence of a constraint admissible member of this family can be checked by solving a single linear programming problem. The solution of the same linear programming problem yields the corresponding feedback controller.