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This paper presents an iterative algorithm to compute a Robust Control Invariant (RCI) set, along with an invariance-inducing control law, for Linear Parameter-Varying (LPV) systems. As the real-time measurements of the scheduling parameters are typically available, in the presented formulation, we allow the RCI set description along with the invariance-inducing controller to be scheduling parameter dependent. The considered formulation thus leads to parameter-dependent conditions for the set invariance, which are replaced by sufficient Linear Matrix Inequality (LMI) conditions via Polyas relaxation. These LMI conditions are then combined with a novel volume maximization approach in a Semidefinite Programming (SDP) problem, which aims at computing the desirably large RCI set. In addition to ensuring invariance, it is also possible to guarantee performance within the RCI set by imposing a chosen quadratic performance level as an additional constraint in the SDP problem. The reported numerical example shows that the presented iterative algorithm can generate invariant sets which are larger than the maximal RCI sets computed without exploiting scheduling parameter information.
A probabilistic performance-oriented controller design approach based on polynomial chaos expansion and optimization is proposed for flight dynamic systems. Unlike robust control techniques where uncertainties are conservatively handled, the proposed method aims at propagating uncertainties effectively and optimizing control parameters to satisfy the probabilistic requirements directly. To achieve this, the sensitivities of violation probabilities are evaluated by the expansion coefficients and the fourth moment method for reliability analysis, after which an optimization that minimizes failure probability under chance constraints is conducted. Afterward, a time-dependent polynomial chaos expansion is performed to validate the results. With this approach, the failure probability is reduced while guaranteeing the closed-loop performance, thus increasing the safety margin. Simulations are carried out on a longitudinal model subject to uncertain parameters to demonstrate the effectiveness of this approach.
In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system (without delay) with the same state-space dimension of the original system in consideration and to relate the maximal invariant set of the auxiliary system to that of the original system. When the system is subject to disturbances, guaranteeing safety is harder for systems with input delays. Ability to incorporate any additional information about the disturbance becomes more critical in these cases. Motivated by this observation, in the second part of the paper, we generalize the proposed method to take into account additional preview information on the disturbances, while maintaining computational efficiency. Compared with the naive approach of constructing a higher dimensional system by appending the state-space with the delayed inputs and previewed disturbances, the proposed approach is demonstrated to scale much better with the increasing delay time.
A novel method for computing reachable sets is proposed in this paper. In the proposed method, a Hamilton-Jacobi-Bellman equation with running cost functionis numerically solved and the reachable sets of different time horizons are characterized by a family of non-zero level sets of the solution of the Hamilton-Jacobi-Bellman equation. In addition to the classical reachable set, by setting different running cost functions and terminal conditionsof the Hamilton-Jacobi-Bellman equation, the proposed method allows to compute more generalized reachable sets, which are referred to as cost-limited reachable sets. In order to overcome the difficulty of solving the Hamilton-Jacobi-Bellman equation caused by the discontinuity of the solution, a method based on recursion and grid interpolation is employed. At the end of this paper, some examples are taken to illustrate the validity and generality of the proposed method.
We show here how, using Eulers integration method and an associated function bounding the error in function of time, one can generate structures closely surrounding the invariant tori of dynamical systems. Such structures are constructed from a finite number of balls of $mathbb{R}^n$ and encompass the deformations of the tori when small perturbations of the flow of the system occur.
This paper deals with the computation of the largest robust control invariant sets (RCISs) of constrained nonlinear systems. The proposed approach is based on casting the search for the invariant set as a graph theoretical problem. Specifically, a general class of discrete-time time-invariant nonlinear systems is considered. First, the dynamics of a nonlinear system is approximated with a directed graph. Subsequently, the condition for robust control invariance is derived and an algorithm for computing the robust control invariant set is presented. The algorithm combines the iterative subdivision technique with the robust control invariance condition to produce outer approximations of the largest robust control invariant set at each iteration. Following this, we prove convergence of the algorithm to the largest RCIS as the iterations proceed to infinity. Based on the developed algorithms, an algorithm to compute inner approximations of the RCIS is also presented. A special case of input affine and disturbance affine systems is also considered. Finally, two numerical examples are presented to demonstrate the efficacy of the proposed method.