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

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.