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A linear programming algorithm for invariant polyhedral sets of discrete-time linear systems |
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| Authors: | A A ten Dam and J W Nieuwenhuis |
| Affiliation: | a National Aerospace Laboratory NLR, Department of Mathematical Models and Methods, Informatics Division, P.O. Box 90502, 1006 BM, Amsterdam, Netherlands b Rijks University Groningen, Faculty of Economics, Department of Econometrics, Groningen, Netherlands |
| Abstract: | 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. |
| Keywords: | Invariant sets Linear discrete-time systems Linear programming Polyhedral sets Positive invariance |
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