Computing Robust Controlled Invariant Sets of Linear Systems

Abstract: We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an arbitrarily precise outer approximation of the maximal robust controlled invariant set, while the second method provides an inner approximation. The outer approximation scheme is $\delta$-complete, given that the constraint sets are formulated as finite unions of polytopes.