This paper deals with the covariance control for discrete-time linear switched systems affected by additive stochastic noises. Given any periodic stabilizing switching law for the deterministic system associated to the stochastic one, a finite set of matrices is characterized that is an attractor for the system state covariance matrix sequence....
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February 1, 2023 (v1)PublicationUploaded on: March 1, 2023
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February 15, 2022 (v1)Publication
In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not assumed to be uncorrelated, only a bound on the correlation matrices is supposed to be known. The concept of...
Uploaded on: December 4, 2022 -
February 4, 2022 (v1)Publication
Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when uncertainty is present due to disturbances, unknown parameters or measurement and estimation errors. To...
Uploaded on: December 4, 2022 -
April 2, 2020 (v1)Publication
We present a method to estimate the domain of attraction of a class of discrete-time Lur'e systems. A new notion of LNL-invariance, stronger than the traditional invariance concept, is introduced. An algorithm to determinate the largest LNL-invariant set for this class of systems is proposed. Moreover, it is proven that the LNL-invariant sets...
Uploaded on: December 4, 2022