Convex Hull of Ellipsoids: A New Tool for Constrained Control of
Uncertain Time-Varying Linear Discrete-Time Systems
Abstract
The convex hull of ellipsoids was suggested in the literature for robust
invariance and robust controlled invariance of a constrained uncertain
and/or time-varying linear discrete-time system. It was show that this
class of sets can reduce significantly the conservativeness of the
ellipsoidal set. However, the design conditions are given in terms of
bilinear matrix inequalities (BMIs), which are non-convex. The main
purpose of this paper is to present a way to overcome this weakness by
providing new convex linear matrix inequality (LMI) design conditions.
It is shown that the conditions are losslessly extended to
stabilization, providing then an LMI solution to the non-linear state
feedback control design problem of constrained uncertain time-varying
linear discrete-time systems Two examples are included with comparison
to earlier solutions from the literature to illustrate the results.