Unconstrained and constrained stabilisation of bilinear discrete-time systems using polyhedral Lyapunov functions

The constrained and unconstrained stabilisation problem of discrete-time bilinear systems is investigated. Using polyhedral Lyapunov functions, conditions for a polyhedral set to be both positively invariant and domain of attraction for systems with second-order polynomial nonlinearities are first established. Then, systematic methods for the determination of stabilising linear feedback for both constrained and unconstrained bilinear systems are presented. Attention is drawn to the case where no linear control law rendering the pre-specified desired domain of attraction positively invariant exists. For this case, an approach guaranteeing the existence of a possibly suboptimal solution is established.     

Simple LP-type criteria for positively invariant polyhedral sets

Let S be a convex polyhedral set in the state space of a linear dynamical system. A new proof of an algebraic condition for the set S to be positively invariant is given by the dual set of S. The condition obtained in this correspondence can be examined by solving a set of standard LP-type formulas. It is also shown that the conventional algebraic conditions have redundancies in the LP-type formulas. Discrete-time systems as well as continuous-time systems are considered     

On the positive invariance of polyhedral sets for discrete-time systems

In this note, necessary and sufficient conditions for a polyhedral set to be a positively invariant set of a linear discrete-time system are established.     

线性控制系统的无界多面体不变集

本文利用非光滑分析方法,讨论了线性控制系统的无界多面体不变集问题.当无界多面体的极方向满足一定条件时,得到了该无界多面体为一类线性控制系统弱不变集的判别方法.然后在更一般的线性控制系统下给出了无界多面体为强不变集的充分条件.最后给出两个应用实例.     

Regulator problem for linear continuous-time systems withnonsymmetrical constrained control

The regulator problem is studied for linear continuous-time systems with nonsymmetrical constrained control. Necessary and sufficient conditions allowing the largest nonsymmetrical polyhedral positively invariant domain w.r.t. the system in the closed loop to be obtained are given. The case of symmetrical constrained control is obtained as a particular case     

A linear programming algorithm for invariant polyhedral sets of discrete-time linear systems

In this paper we formulate necessary and sufficient conditions for an arbitrary polyhedral set to be a positively invariant set of a linear discrete-time system. Polyhedral cones and linear subspaces are included in the analysis. A linear programming algorithm is presented that enables practical application of the results stated in this paper.     

Regulator problem for linear continuous-time delay systems withnonsymmetrical constrained control

The regulator problem is studied for linear continuous-time delay systems with nonsymmetrical constrained control. Necessary and sufficient conditions allowing the autors to obtain the largest nonsymmetrical polyhedral positively invariant with respect to (w.r.t.) the system in the closed loop are given, The case of symmetrical constrained control is obtained as a particular case     

Invariant approximations of the minimal robust positively Invariant set

This note provides results on approximating the minimal robust positively invariant (mRPI) set (also known as the 0-reachable set) of an asymptotically stable discrete-time linear time-invariant system. It is assumed that the disturbance is bounded, persistent and acts additively on the state and that the constraints on the disturbance are polyhedral. Results are given that allow for the computation of a robust positively invariant, outer approximation of the mRPI set. Conditions are also given that allow one to a priori specify the accuracy of this approximation.     

MPC of constrained discrete-time linear periodic systems — A framework for asynchronous control: Strong feasibility, stability and optimality via periodic invariance

State-feedback model predictive control (MPC) of discrete-time linear periodic systems with time-dependent state and input dimensions is considered. The states and inputs are subject to periodically time-dependent, hard, convex, polyhedral constraints. First, periodic controlled and positively invariant sets are characterized, and a method to determine the maximum periodic controlled and positively invariant sets is derived. The proposed periodic controlled invariant sets are then employed in the design of least-restrictive strongly feasible reference-tracking MPC problems. The proposed periodic positively invariant sets are employed in combination with well-known results on optimal unconstrained periodic linear-quadratic regulation (LQR) to yield constrained periodic LQR control laws that are stabilizing and optimal. One motivation for systems with time-dependent dimensions is efficient control law synthesis for discrete-time systems with asynchronous inputs, for which a novel modeling framework resulting in low dimensional models is proposed. The presented methods are applied to a multirate nano-positioning system.     

基于最小衰减率多面体不变集的鲁棒模型预测控制

针对一类具有输入输出约束的多胞体结构线性变参数系统,提出了一种基于最小衰减率多面体不变集的鲁棒模型预测控制算法,算法分为在线和离线两个部分.为增强系统控制效果,提高系统响应速度,离线算法首先采用寻求状态变量的最小衰减率的方法优化出一系列状态变量及相应的状态反馈控制律,然后构建出相应的多面体不变集序列;在线算法根据当前实测状态变量,在多面体不变集序列内确定状态变量所处的最小多面体不变集,通过在线优化得出系统的控制输入.给出了鲁棒模型预测控制算法的详细步骤和系统的闭环稳定性证明.仿真结果验证了本算法的有效性,表明本算法使系统的闭环响应更为快速和稳定.     

Linear cone-invariant control systems and their equivalence

In this paper, we study invariant control systems that generalise positive systems. A characterisation of linear control systems invariant on polyhedral cones (corner regions) in the state-space, called cone-invariant linear control systems, is established both for the inputs taking values in a polyhedral cone in the control space and for the inputs taking values in an affine polyhedral cone. The problem of equivalence between control systems invariant on corner regions is introduced. For cone-invariant linear control systems, we study invariance-preserving state-equivalence and invariance-preserving feedback-equivalence and present characterisations of both notions of equivalence.     

Constrained regulation of linear discrete-time systems with time delay: Delay-dependent and delay-independent conditions

The regulator problem is studied for discrete-time delay systems with asymmetrical constrained control. Necessary and sufficient conditions allowing us to obtain the largest asymmetrical polyhedral positively invariant with respect to the system in the closed loop are given. The case of symmetrical constrained control is obtained as a particular case. The results obtained can be divided into two categories. The first concerns the delay-independent positively invariant conditions and the second is the delay-dependent conditions.     

Constrained receding horizon predictive control for systems with disturbances

A receding horizon predictive control method for systems with input constraints and disturbances is proposed. A polyhedral feasible set of states which is invariant with respect to a given state feedback control law is derived in the presence of bounded disturbances. The proposed predicted control algorithm deploys a strategy in which the current state is steered into the polyhedral invariant feasible set within a finite number N of feasible control moves, despite the presence of disturbances. The future control moves over the horizon N are represented as the sum of the state feedback control and a perturbation; the perturbation term provides the degrees of freedom with which to enlarge the stabilizable set of initial states. The control algorithm is formulated in linear matrix inequalities so that it can be solved using semidefinite programming.     

Stabilizing Model Predictive Control of Hybrid Systems

In this note, we investigate the stability of hybrid systems in closed-loop with model predictive controllers (MPC). A priori sufficient conditions for Lyapunov asymptotic stability and exponential stability are derived in the terminal cost and constraint set fashion, while allowing for discontinuous system dynamics and discontinuous MPC value functions. For constrained piecewise affine (PWA) systems as prediction models, we present novel techniques for computing a terminal cost and a terminal constraint set that satisfy the developed stabilization conditions. For quadratic MPC costs, these conditions translate into a linear matrix inequality while, for MPC costs based on 1, infin-norms, they are obtained as norm inequalities. New ways for calculating low complexity piecewise polyhedral positively invariant sets for PWA systems are also presented. An example illustrates the developed theory     

Offline Robust Model Predictive Control for Lipschitz Non‐Linear Systems Using Polyhedral Invariant Sets

In this paper the concept of maximal admissible set (MAS) for linear systems with polytopic uncertainty is extended to non‐linear systems composed of a linear constant part followed by a non‐linear term. We characterize the maximal admissible set for the non‐linear system with unstructured uncertainty in the form of polyhedral invariant sets. A computationally efficient state‐feedback RMPC law is derived off‐line for Lipschitz non‐linear systems. The state‐feedback control law is calculated by solving a convex optimization problem within the framework of linear matrix inequalities (LMIs), which leads to guaranteeing closed‐loop robust stability. Most of the computational burdens are moved off‐line. A linear optimization problem is performed to characterize the maximal admissible set, and it is shown that an ellipsoidal invariant set is only an approximation of the true stabilizable region. This method not only remarkably extends the size of the admissible set of initial conditions but also greatly reduces the on‐line computational time. The usefulness and effectiveness of the method proposed here is verified via two simulation examples.     

A reduced-order framework applied to linear systems withconstrained controls

A major issue in the control of dynamical systems is the integration of both technological constraints and some dynamic performance requirements in the design of the control system. The authors show in this work that it is possible to solve a class of constrained control problems of linear systems by using a reduced-order system obtained by the projection of the trajectories of the original system onto a subspace associated with the undesirable open-loop eigenvalues. The class of regulation schemes considered uses full state feedback to guarantee that any trajectory emanating from a given polyhedral set of admissible initial states remains in that set. This set of admissible states is said to be positively invariant with respect to the closed-loop system. The authors also address the important issues of numerical stability and complexity of the computations     

Local Control Lyapunov Functions for Constrained Linear Discrete-Time Systems: The Minkowski Algebra Approach

This technical note utilizes Minkowski algebra of convex sets to characterize a family of local control Lyapunov functions for constrained linear discrete-time systems. Local control Lyapunov functions are induced by parametrized contractive invariant sets. Underlying contractive invariant sets belong to a family of Minkowski decomposable convex sets and are, in fact, parametrized by a basic shape set and linear transformations of system matrices and a set of design matrices. Corresponding local control Lyapunov functions can be detected by solving a single, tractable, convex optimization problem which in case of polyhedral constraints reduces to a single linear program. The a priori complexity estimate of the characterized local control Lyapunov function is provided for some practically relevant cases. An illustrative example and relevant numerical experience are also reported.      

On the positive invariance of polyhedral sets in fractional-order linear systems

In this paper, we derive conditions for a given polyhedral set to be a positively invariant set with respect to fractional-order linear time-invariant (FO-LTI) systems with fractional order of 0<α<1$0<\alpha <1$. FO-LTI systems are described using Riemann–Liouville operator with initialization response. Then, the conditions are obtained from Farkas’ lemma and the definition of the Mittag-Leffler function. Furthermore, we apply these conditions to the constrained stabilization.     

Feedback control for linear time-invariant systems with state andcontrol bounds in the presence of disturbances

The problem of the stabilizing linear control synthesis in the presence of state and input bounds for systems with additive unknown disturbances is considered. The only information required about the disturbances is a finite convex polyhedral bound. Discrete- and continuous-time systems are considered. The property of positive D -invariance of a region is introduced, and it is proved that a solution of the problem is achieved by the selection of a polyhedral set S and the computation of a feedback matrix K such that S is positively D-invariant for the closed-loop system. It is shown that if polyhedral sets are considered, the solution involves simple linear programming algorithms. However, the procedure suggested requires a great amount of computational work offline if the state-space dimension is large, because the feedback matrix K is obtained as a solution of a large set of linear inequalities. All of the vertices of S are required     

Componentwise ultimate bound and invariant set computation for switched linear systems

We present a novel ultimate bound and invariant set computation method for continuous-time switched linear systems with disturbances and arbitrary switching. The proposed method relies on the existence of a transformation that takes all matrices of the switched linear system into a convenient form satisfying certain properties. The method provides ultimate bounds and invariant sets in the form of polyhedral and/or mixed ellipsoidal/polyhedral sets, is completely systematic once the aforementioned transformation is obtained, and provides a new sufficient condition for practical stability. We show that the transformation required by our method can easily be found in the well-known case where the subsystem matrices generate a solvable Lie algebra, and we provide an algorithm to seek such transformation in the general case. An example comparing the bounds obtained by the proposed method with those obtained from a common quadratic Lyapunov function computed via linear matrix inequalities shows a clear advantage of the proposed method in some cases.