How scaling of the disturbance set affects robust positively invariant sets for linear systems

Abstract

SummaryThis paper presents new results on robust positively invariant (RPI) sets for linear discrete‐time systems with additive disturbances. In particular, we study how RPI sets change with scaling of the disturbance set. More precisely, we show that many properties of RPI sets crucially depend on a unique scaling factor, which determines the transition from nonempty to empty RPI sets. We characterize this critical scaling factor, present an efficient algorithm for its computation, and analyze it for a number of examples from the literature. Copyright © 2017 John Wiley & Sons, Ltd.