Periodic Scenario Trees: A Novel Framework for Robust Periodic Invariance and Stabilization of Constrained Uncertain Linear Systems

ABSTRACT This work proposes a new framework for stabilizing uncertain linear systems and for determining robust periodic invariant sets and their associated control laws for constrained uncertain linear systems. Necessary and sufficient conditions for stabilizability by periodic controllers are stated and proven using finite step Lyapunov functions for the unconstrained case. A scenario tree interpretation of finite step Lyapunov functions is introduced for uncertain systems. It is shown that this interpretation results in useful criteria for the design of robust stabilizing controllers. In particular, novel convex feasibility criteria for the synthesis of simple static controllers and what we call linear interpolating tree periodic controllers with memory are derived. It is proven that for a sufficiently large length of the period, a stabilizing linear interpolating tree periodic controller can always be found using the proposed criterion provided that the uncertain system is stabilizable by such controllers. In this sense, the presented synthesis method is non‐conservative. The results are then extended to constrained uncertain linear systems. Conditions for controllers that realize robust periodic invariant sets which are at least as large as but usually larger than those that result from the known methods in the literature are derived.