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Constrained Control of Uncertain, Time-varying Linear Discrete-Time Systems Subject to Bounded Disturbances

The aim of this technical note is twofold. In the first part, robust invariance for ellipsoidal sets with respect to uncertain and/or time-varying linear discrete-time systems with bounded additive disturbances is revisited. We provide an extension of an existing invariance condition. In the second part a novel robust interpolation based control design involving several local unconstrained robust optimal controls is proposed. At each time instant a quadratic programming problem is solved on-line. Proofs of recursive feasibility and input-to-state stability are given.