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A linear programming approach to approximating the infinite time reachable set of strictly stable linear control systems

Title data

Ernst, Andreas ; Grüne, Lars ; Rieger, Janosch:
A linear programming approach to approximating the infinite time reachable set of strictly stable linear control systems.
In: Journal of Global Optimization. Vol. 86 (2023) . - pp. 521-543.
ISSN 1573-2916
DOI: https://doi.org/10.1007/s10898-022-01261-w

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Abstract in another language

The infinite time reachable set of a strictly stable linear control system is the Hausdorff limit of the finite time reachable set of the origin as time tends to infinity. By definition, it encodes useful information on the long-term behavior of the control system. Its characterization as a limit set gives rise to numerical methods for its computation that are based on forward iteration of approximate finite time reachable sets. These methods tend to be computationally expensive, because they essentially perform a Minkowski sum in every single forward step. We develop a new approach to computing the infinite time reachable set that is based on the invariance properties of the control system and the desired set. These allow us to characterize a polyhedral outer approximation as the unique solution to a linear program with constraints that incorporate the system dynamics. In particular, this approach does not rely on forward iteration of finite time reachable sets.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: reachable set; limit set; discrete-time linear systems; numerical approximation; polytopes; linear optimization; disjunctive program
Subject classification: Mathematics Subject Classification 93B03, 90C05, 93D20
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 05 Dec 2022 08:34
Last Modified: 23 May 2023 11:06
URI: https://eref.uni-bayreuth.de/id/eprint/72950

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