Controlled Invariant Sets for Gaussian Process State Space Models

Abstract

We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite programming scheme for designing state-feedback controllers that maximize the probability of the trajectories staying within a probabilistic controlled invariant set while satisfying input constraints. The results are validated on a quadrotor, both in simulation and on a physical platform.