A piecewise affine control Lyapunov function for robust control

This paper presents the construction of a convex piecewise affine control Lyapunov function for constrained linear discrete-time systems, affected by bounded additive disturbances. Exploiting the properties of this control Lyapunov function, the closed-loop dynamics are shown to converge to a given full-dimensional robust positively invariant set. Moreover, the proposed method leads to a simple robust control algorithm which only requires solving a linear programming problem at each sampling instant. Finally, the controller design is illustrated via a numerical example.