A simple hierarchy for computing controlled invariant sets

Abstract

In this paper we revisit the problem of computing controlled invariant sets for controllable discrete-time linear systems and present a novel hierarchy for their computation. The key insight is to lift the problem to a higher dimensional space where the maximal controlled invariant set can be computed exactly and in closed-form for the lifted system. By projecting this set into the original space we obtain a controlled invariant set that is a subset of the maximal controlled invariant set for the original system. Building upon this insight we describe in this paper a hierarchy of spaces where the original problem can be lifted into so as to obtain a sequence of increasing controlled invariant sets. The algorithm that results from the proposed hierarchy does not rely on iterative computations. We illustrate the performance of the proposed method on a variety of scenarios exemplifying its appeal.