Ultimate Bounds and Robust Invariant Sets for Linear Systems with State-Dependent Disturbances

Abstract : The objective of this chapter is to present a methodology for computing robust positively invariant sets for linear, discrete time-invariant systems that are affected by additive disturbances, with the particularity that these disturbances are subject to state-dependent bounds. The proposed methodology requires less restrictive assumptions compared to similar established techniques, while it provides the framework for determining the state-dependent (parameterized) ultimate bounds for several classes of disturbances. The added value of the proposed approach is illustrated by an optimization-based problem for detecting the mode of functioning of a switching system.