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		Bin ZHOU,Guangren DUAN.[en_title][J].Control Theory and Technology,2008,6(4):415~420.[Copy]

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BinZHOU,GuangrenDUAN
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Received:April 10, 2007Revised:July 16, 2007

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On invariant ellipsoids for discrete-time systems by saturated optimal controls

Bin ZHOU, Guangren DUAN

(Center for Control Theory and Guidance Technology, Harbin Institute of Technology, Harbin Heilongjiang 150001, China)

Abstract:

Analytical approximation of the maximal invariant ellipsoid for discrete-time linear systems with saturated optimal control is established, which is less conservative than existing computationally un-intensive results. Simultaneously, necessary and sufficient conditions for such approximation being equal to the real maximal invariant ellipsoid is presented. All results are given analytically and can easily be implemented in practice. An illustrative example is given to show the effectiveness of the proposed approach.

Key words: Bounded controls Invariant ellipsoid Analytical approximation Optimal control Riccati inequality