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

Abstract

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.