Control invariant set for not pointwise-in-time constraints

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Given is a system of the form
$$ x_k+1 = Ax_k+Bu_k, kgeq 0 $$
with $x_0$ known, $x_k in mathbbR^n,u_k in mathbbR^m$ and $A,B$ of appropriate dimensions. Let $u = beginbmatrixu_0 \ vdots \ u_N-1endbmatrix$ with $N$ being the prediction horizon of the MPC problem that should be solved, i.e.
$$ beginaligned
u^* = &undersetu in mathbbUtextargmin sum_k=1^N (x_k-barx_k)^T (x_k-barx_k)\
&beginalignedtexts.t. &x_k in mathbbX,\
&x_k+1 = Ax_k+Bu_k,\
&u in mathbbU.
endaligned
endaligned
$$
Here, $barx_k in mathbbR^n$ and known $forall k$, $mathbbX$ is characterized by a finite number of hyperplanes, not necessarily bounded, and $mathbbU$ is also a set characterized by a finite number of hyperplanes but bounded.



The focus is not so much on the specific problem itself (e.g. the cost function), but on the fact that there is no pointwise-in-time constraint for $u_k$ but rather a "combined" constraint for $u$, i.e. $u in mathbbU$.



I want to find a control invariant set for this setup; however, all I can find is literature on how to do it if



  1. $mathbbX$ is bounded,

  2. $mathbbU$ is a pointwise-in-time constraint set, i.e. $u_kin mathbbU$.

Any hints/references appreciated.







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    down vote

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    Given is a system of the form
    $$ x_k+1 = Ax_k+Bu_k, kgeq 0 $$
    with $x_0$ known, $x_k in mathbbR^n,u_k in mathbbR^m$ and $A,B$ of appropriate dimensions. Let $u = beginbmatrixu_0 \ vdots \ u_N-1endbmatrix$ with $N$ being the prediction horizon of the MPC problem that should be solved, i.e.
    $$ beginaligned
    u^* = &undersetu in mathbbUtextargmin sum_k=1^N (x_k-barx_k)^T (x_k-barx_k)\
    &beginalignedtexts.t. &x_k in mathbbX,\
    &x_k+1 = Ax_k+Bu_k,\
    &u in mathbbU.
    endaligned
    endaligned
    $$
    Here, $barx_k in mathbbR^n$ and known $forall k$, $mathbbX$ is characterized by a finite number of hyperplanes, not necessarily bounded, and $mathbbU$ is also a set characterized by a finite number of hyperplanes but bounded.



    The focus is not so much on the specific problem itself (e.g. the cost function), but on the fact that there is no pointwise-in-time constraint for $u_k$ but rather a "combined" constraint for $u$, i.e. $u in mathbbU$.



    I want to find a control invariant set for this setup; however, all I can find is literature on how to do it if



    1. $mathbbX$ is bounded,

    2. $mathbbU$ is a pointwise-in-time constraint set, i.e. $u_kin mathbbU$.

    Any hints/references appreciated.







    share|cite|improve this question























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      Given is a system of the form
      $$ x_k+1 = Ax_k+Bu_k, kgeq 0 $$
      with $x_0$ known, $x_k in mathbbR^n,u_k in mathbbR^m$ and $A,B$ of appropriate dimensions. Let $u = beginbmatrixu_0 \ vdots \ u_N-1endbmatrix$ with $N$ being the prediction horizon of the MPC problem that should be solved, i.e.
      $$ beginaligned
      u^* = &undersetu in mathbbUtextargmin sum_k=1^N (x_k-barx_k)^T (x_k-barx_k)\
      &beginalignedtexts.t. &x_k in mathbbX,\
      &x_k+1 = Ax_k+Bu_k,\
      &u in mathbbU.
      endaligned
      endaligned
      $$
      Here, $barx_k in mathbbR^n$ and known $forall k$, $mathbbX$ is characterized by a finite number of hyperplanes, not necessarily bounded, and $mathbbU$ is also a set characterized by a finite number of hyperplanes but bounded.



      The focus is not so much on the specific problem itself (e.g. the cost function), but on the fact that there is no pointwise-in-time constraint for $u_k$ but rather a "combined" constraint for $u$, i.e. $u in mathbbU$.



      I want to find a control invariant set for this setup; however, all I can find is literature on how to do it if



      1. $mathbbX$ is bounded,

      2. $mathbbU$ is a pointwise-in-time constraint set, i.e. $u_kin mathbbU$.

      Any hints/references appreciated.







      share|cite|improve this question













      Given is a system of the form
      $$ x_k+1 = Ax_k+Bu_k, kgeq 0 $$
      with $x_0$ known, $x_k in mathbbR^n,u_k in mathbbR^m$ and $A,B$ of appropriate dimensions. Let $u = beginbmatrixu_0 \ vdots \ u_N-1endbmatrix$ with $N$ being the prediction horizon of the MPC problem that should be solved, i.e.
      $$ beginaligned
      u^* = &undersetu in mathbbUtextargmin sum_k=1^N (x_k-barx_k)^T (x_k-barx_k)\
      &beginalignedtexts.t. &x_k in mathbbX,\
      &x_k+1 = Ax_k+Bu_k,\
      &u in mathbbU.
      endaligned
      endaligned
      $$
      Here, $barx_k in mathbbR^n$ and known $forall k$, $mathbbX$ is characterized by a finite number of hyperplanes, not necessarily bounded, and $mathbbU$ is also a set characterized by a finite number of hyperplanes but bounded.



      The focus is not so much on the specific problem itself (e.g. the cost function), but on the fact that there is no pointwise-in-time constraint for $u_k$ but rather a "combined" constraint for $u$, i.e. $u in mathbbU$.



      I want to find a control invariant set for this setup; however, all I can find is literature on how to do it if



      1. $mathbbX$ is bounded,

      2. $mathbbU$ is a pointwise-in-time constraint set, i.e. $u_kin mathbbU$.

      Any hints/references appreciated.









      share|cite|improve this question












      share|cite|improve this question




      share|cite|improve this question








      edited Jul 16 at 15:19









      Rodrigo de Azevedo

      12.5k41751




      12.5k41751









      asked Jul 16 at 12:58









      VGD

      608




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