On the optimization of actuator saturation limits for LTI systems: an LMI-based invariant ellipsoid approach

Abstract

This paper considers the problem of optimal actuator dimensioning for LTI systems, in the sense of choosing appropriate saturation limits for a given set of admissible initial conditions and for a predefined integral state-feedback control law. By using an invariant ellipsoid argument, it is shown that this problem can be described as a linear matrix inequality (LMI)-based optimization that can be solved efficiently. Moreover, the paper shows that the optimal actuator dimensioning is connected to the choice of the initial conditions of the integral states of the controller, which can be included in the overall optimization to improve further the results. Two different methods are described and analyzed by means of numerical simulation.