English

A Trajectory-Based Approach to Controlled Invariance and Recursively Feasible MPC

Optimization and Control 2026-05-06 v3 Systems and Control Systems and Control

Abstract

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new characterization of controlled invariance using finitely long state trajectories. We further show that combining this notion with the classical backward fixed-point algorithm allows for the computation of the maximal controlled invariant set. Building on these results, we propose a model predictive control (MPC) scheme that guarantees recursive feasibility without relying on precomputed terminal sets. Finally, we formulate the search for convex feasible points as an optimization problem, yielding a practical computational method for constructing controlled invariant sets. The effectiveness of the approach is illustrated through numerical examples.

Keywords

Cite

@article{arxiv.2604.07225,
  title  = {A Trajectory-Based Approach to Controlled Invariance and Recursively Feasible MPC},
  author = {Emmanuel Junior Wafo Wembe and Adnane Saoud},
  journal= {arXiv preprint arXiv:2604.07225},
  year   = {2026}
}

Comments

11 pages,5 figures, accepted at the European control conference, Updated title and abstract, updated proofs, updated corolary 1 in appendix