Funnel Synthesis via LMI Copositivity Conditions for Nonlinear Systems

Abstract: Funnel synthesis refers to a procedure for synthesizing a time-varying controlled invariant set and an associated control law around a nominal trajectory. The computation of the funnel involves solving a continuous-time differential equation or inequality, ensuring the invariance of the funnel. Previous approaches often compromise the invariance property of the funnel; for example, they may enforce the equation or the inequality only at discrete temporal nodes and do not have a formal guarantee of invariance at all times. This paper proposes a computational funnel synthesis method that can satisfy the invariance of the funnel without such compromises. We derive a finite number of linear matrix inequalities (LMIs) that imply the satifaction of a continuous-time differential linear matrix inequality guaranteeing the invariance of the funnel at all times from the initial to the final time. To this end, we utilize LMI conditions ensuring matrix copositivity, which then imply continuous-time invariance. The primary contribution of the paper is to prove that the resulting funnel is indeed invariant over a finite time horizon. We validate the proposed method via a three-dimensional trajectory planning and control problem with obstacle avoidance constraints.