On invariant ellipsoids for discrete-time systems by saturated optimal controls
ABSTRACT Analytical approximation of the maximal invariant ellipsoid for discrete-time linear systems with saturated optimal control
is established, which is less conservative than existing computationally un-intensive results. Simultaneously, necessary and
sufficient conditions for such approximation being equal to the real maximal invariant ellipsoid is presented. All results
are given analytically and can easily be implemented in practice. An illustrative example is given to show the effectiveness
of the proposed approach.