COMPUTATION OF MAXIMAL ADMISSIBLE SETS OF CONSTRAINED LINEAR SYSTEMS

In this paper, e‐cient algorithms are provided to determine the maximal sets of admissible initial states for linear discrete-time systems subject to linear constraints. The generic algorithm is presented for autonomous systems. It is shown that only non-redundant constraints are generated at each iteration. Application of the algorithm to the controlled case is made possible through an explicit characterization of the maximal one-step admissible domain. The property of (A,B)-invariance of polyhedral domains is then introduced and analytically characterized.