Estimation of Robust Invariant Set for Switched Linear Systems using Recursive State Updating and Robust Invariant Ellipsoid

This paper provides an analysis method of a robust invariant set for discrete-time linear switched systems with peak-bounded disturbances. In the case of a switched linear system, it is challenging to analyse the robust invariant set accurately than that of the linear time-invariant system. We propose a novel method to estimate a robust invariant set using a combination of a recursive state updating and an invariant ellipsoid for a common Lyapunov function. The effectiveness of the estimation accuracy by the proposed method is illustrated using numerical examples