摘要
Analytical approximation of the maximal invariant ellipsoid for discrete-time linear systems with saturated optimal control is established, which is less conservative than existing computationally un-intensive results. Simultaneously, necessary and sufficient conditions for such approximation being equal to the real maximal invariant ellipsoid is presented. All results are given analytically and can easily be implemented in practice. An illustrative example is given to show the effectiveness of the proposed approach.
Analytical approximation of the maximal invariant ellipsoid for discrete-time linear systems with saturated optimal control is established, which is less conservative than existing computationally un-intensive results. Simultaneously, necessary and sufficient conditions for such approximation being equal to the real maximal invariant ellipsoid is presented. All results are given analytically and can easily be implemented in practice. An illustrative example is given to show the effectiveness of the proposed approach.
基金
the Major Program of National Natural Science Foundation of China (No.60710002)
Program for Changjiang Scholars and Innovative Research Team in University.
关键词
有界控制
不变量
最佳控制
椭圆形
Bounded controls
Invariant ellipsoid
Analytical approximation
Optimal control
Riccati inequality
