A linear programming approach to approximating the infinite time reachable set of strictly stable linear control systems

Abstract

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with fixed facet normals as an outer approximation of the limit set. In particular, this approach does not rely on forward iteration of finite-time reachable sets.