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Control of Uncertain Nonlinear Systems Using Ellipsoidal Reachability Calculus

Abstract This paper proposes an approach to algorithmically synthesize control strategies for discrete-time nonlinear uncertain systems based on reachable set computations using the ellipsoidal calculus. For given ellipsoidal initial sets and bounded ellipsoidal disturbances, the proposed algorithm iterates over conservatively approximating and LMI-constrained optimization problems to compute stabilizing controllers. The method uses first-order Taylor approximation of the nonlinear dynamics and a conservative approximation of the Lagrange remainder. An example for illustration is included.