Ellipsoidal Set-Based Extended Command Governor for Constrained Linear Systems With Bounded Disturbances

The purposes of this paper are twofold. The first is to derive a convex formulation for optimizing the fictitious dynamics of the extended command governor strategy recently proposed in Gilbert and Ong (2011). The second purpose is to provide an efficient procedure to solve online the optimization problem of the ellipsoidal set-based command governor or the extended command governor. Two numerical examples with comparison to earlier solutions from the literature illustrate the effectiveness of the proposed algorithm.