Convergent Under-Approximations of Reachable Sets and Tubes for Linear Uncertain Systems

Abstract: In this note, we propose a method to under-approximate finite-time reachable sets and tubes for a class of continuous-time linear uncertain systems. The class under consideration is the linear time-varying (LTV) class with integrable time-varying system matrices and uncertain initial and input values belonging to known convex compact sets. The proposed method depends upon the iterative use of constant-input reachable sets which results in convergent under-approximations in the sense of Hausdorff distance. We illustrate our approach through two numerical examples.