Computing controlled invariant sets in two moves

Tzanis Anevlavis, Paulo Tabuada

Abstract: In this paper we revisit the problem of computing controlled invariant sets for controllable discrete-time linear systems. We propose a novel algorithm that does not rely on iterative computations. Instead, controlled invariant sets are computed in two moves: 1) we lift the problem to a higher dimensional space where a controlled invariant set is computed in closed-form; 2) we project the resulting set back to the original domain to obtain the desired controlled invariant set. One of the advantages of the proposed method is the ability to handle larger systems.