Convex analysis of invariant sets for a class of nonlinear systems

We study the invariance of the convex hull of an invariant set for a class of nonlinear systems satisfying a generalized sector condition. The generalized sector is bounded by two odd symmetric functions which are convex/concave in the right-half plane. In a recent paper, we showed that, for this class of systems, the convex hull of a group of invariant ellipsoids is invariant. This paper shows that the convex hull of a general invariant set need not be invariant, and that the convex hull of a contractively invariant set is, however, invariant. (C) 2004 Elsevier B.V. All rights reserved.