Computation of invariant sets for discrete‐time uncertain systems

Abstract

This article proposes novel methods for the computation of state and output bounding sets for discrete‐time uncertain systems. The systems under consideration are formed from the interconnection of a nominal linear time‐invariant system and an uncertainty operator that is known to lie within a prespecified set. The set of allowable uncertainties is described by a pointwise integral quadratic constraint (IQC), that is, a quadratic constraint that holds for all time‐steps. Examples of pointwise IQCs characterizing common uncertainty sets are provided. The exogenous input to the system is assumed to lie in a given polytope or ellipsoid for all time‐steps. The proposed methods are illustrated via an example.