Data-driven invariant set for nonlinear systems with application to command governors

This paper presents a novel approach to synthesize positive invariant sets for unmodeled nonlinear systems using direct data-driven techniques. The data-driven invariant sets are used to design a data-driven command governor that selects a command for the closed-loop system to enforce constraints. Using basis functions, we solve a semi-definite program to learn a sum-of-squares Lyapunov-like function whose unity level-set is a constraint admissible positive invariant set, which determines the constraint admissible states and input commands. Leveraging Lipschitz properties of the system, we prove that tightening the model-based design ensures robustness of the invariant set to the inherent plant uncertainty in a data-driven framework. To mitigate the curse-of-dimensionality, we repose the semi-definite program into a linear program. We validate our approach through two examples: First, we present an illustrative example where we can analytically compute the maximum positive invariant set and compare with the presented data-driven invariant set. Second, we present a practical autonomous driving scenario to demonstrate the utility of the presented method for nonlinear systems.