Optimizing prediction dynamics for robust MPC

A convex formulation is derived for optimizing dynamic feedback laws for constrained linear systems with polytopic uncertainty. We show that, when it exists, the maximal invariant ellipsoidal set for the plant state under a dynamic feedback law incorporating any chosen static feedback gain is equal to the maximal invariant ellipsoidal set under any linear feedback law. The dynamic controller and its associated invariant set define a computationally efficient robust model predictive control (MPC) law with prediction dynamics belonging to a polytopic uncertainty set.