Computation of invariant sets via immersion for discrete-time nonlinear systems

Abstract: In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible invariant set} contained in some given constraint set. For special types of nonlinear systems, which can be exactly immersed into higher dimensional linear systems with state transformations, invariant sets of the original nonlinear system can be characterized using the higher dimensional linear representation. For general nonlinear systems without the immersibility property, \emph{approximate immersions} are defined in a local region within some tolerance and linear approximations are computed by leveraging the fixed-point iteration technique for invariant sets. Given the bound on the mismatch between the linear approximation and the original system, we provide an invariant inner approximation of the \emph{maximal admissible invariant set} by a tightening procedure.