Scalable Safety-Preserving Robust Control Synthesis for Continuous-Time Linear Systems

We present a scalable set-valued safety-preserving controller for constrained continuous-time linear time-invariant (LTI) systems subject to additive, unknown but bounded disturbance or uncertainty. The approach relies upon a conservative approximation of the discriminating kernel using robust maximal reachable sets---an extension of our earlier work on computation of the viability kernel for high-dimensional systems. Based on ellipsoidal techniques for reachability, a piecewise ellipsoidal algorithm with polynomial complexity is described that under-approximates the discriminating kernel under LTI dynamics. This precomputed piecewise ellipsoidal set is then used online to synthesize a permissive state-feedback safety-preserving controller. The controller is modeled as a hybrid automaton and can be formulated such that under certain conditions the resulting control signal is continuous across its transitions. We show the performance of the controller on a twelve-dimensional flight envelope protection problem for a quadrotor with actuation saturation and unknown wind disturbances

Underapproximation of Reach-Avoid Sets for Discrete-Time Stochastic Systems via Lagrangian Methods

We examine Lagrangian techniques for computing underapproximations of finite-time horizon, stochastic reach-avoid level-sets for discrete-time, nonlinear systems. We use the concept of reachability of a target tube in the control literature to define robust reach-avoid sets which are parameterized by the target set, safe set, and the set in which the disturbance is drawn from. We unify two existing Lagrangian approaches to compute these sets and establish that there exists an optimal control policy of the robust reach-avoid sets which is a Markov policy. Based on these results, we characterize the subset of the disturbance space whose corresponding robust reach-avoid set for the given target and safe set is a guaranteed underapproximation of the stochastic reach-avoid level-set of interest. The proposed approach dramatically improves the computational efficiency for obtaining an underapproximation of stochastic reach-avoid level-sets when compared to the traditional approaches based on gridding. Our method, while conservative, does not rely on a grid, implying scalability as permitted by the known computational geometry constraints. We demonstrate the method on two examples: a simple two-dimensional integrator, and a space vehicle rendezvous-docking problem.Comment: Submitted to CDC 201

Inner-Approximating Reachable Sets for Polynomial Systems with Time-Varying Uncertainties

In this paper we propose a convex programming based method to address a long-standing problem of inner-approximating backward reachable sets of state-constrained polynomial systems subject to time-varying uncertainties. The backward reachable set is a set of states, from which all trajectories starting will surely enter a target region at the end of a given time horizon without violating a set of state constraints in spite of the actions of uncertainties. It is equal to the zero sub-level set of the unique Lipschitz viscosity solution to a Hamilton-Jacobi partial differential equation (HJE). We show that inner-approximations of the backward reachable set can be formed by zero sub-level sets of its viscosity super-solutions. Consequently, we reduce the inner-approximation problem to a problem of synthesizing polynomial viscosity super-solutions to this HJE. Such a polynomial solution in our method is synthesized by solving a single semi-definite program. We also prove that polynomial solutions to the formulated semi-definite program exist and can produce a convergent sequence of inner-approximations to the interior of the backward reachable set in measure under appropriate assumptions. This is the main contribution of this work. Several illustrative examples demonstrate the merits of our approach.Comment: Accepted by IEEE TAC[Volume 65 (2020), Issue 4 (April)

Verification for Machine Learning, Autonomy, and Neural Networks Survey

This survey presents an overview of verification techniques for autonomous systems, with a focus on safety-critical autonomous cyber-physical systems (CPS) and subcomponents thereof. Autonomy in CPS is enabling by recent advances in artificial intelligence (AI) and machine learning (ML) through approaches such as deep neural networks (DNNs), embedded in so-called learning enabled components (LECs) that accomplish tasks from classification to control. Recently, the formal methods and formal verification community has developed methods to characterize behaviors in these LECs with eventual goals of formally verifying specifications for LECs, and this article presents a survey of many of these recent approaches

Computing Probabilistic Controlled Invariant Sets

This paper investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets~(RCISs), we propose finite- and infinite-horizon PCISs, and explore their relation to RICSs. We design iterative algorithms to compute the PCIS within a given set. For systems with discrete spaces, the computations of the finite- and infinite-horizon PCISs at each iteration are based on linear programming and mixed integer linear programming, respectively. The algorithms are computationally tractable and terminate in a finite number of steps. For systems with continuous spaces, we show how to discretize the spaces and prove the convergence of the approximation when computing the finite-horizon PCISs. In addition, it is shown that an infinite-horizon PCIS can be computed by the stochastic backward reachable set from the RCIS contained in it. These PCIS algorithms are applicable to practical control systems. Simulations are given to illustrate the effectiveness of the theoretical results for motion planning.Comment: Journal article in the IEEE Transactions on Automatic Control (Volume: 66, Issue: 7, July 2021

Dynamic Polytopic Template Approach to Robust Transient Stability Assessment

Transient stability assessment of power systems needs to account for increased risk from uncertainties due to the integration of renewables and distributed generators. The uncertain operating condition of the power grid hinders reliable assessment of transient stability. Conventional approaches such as time-domain simulations and direct energy methods are computationally expensive to take account of uncertainties. This paper proposes a reachability analysis approach that computes bounds of the possible trajectories from uncertain initial conditions. The eigenvalue decomposition is used to construct a polytopic template with a scalable number of hyperplanes that is guaranteed to converge near the equilibrium. The proposed algorithm bounds the possible states at a given time with a polytopic template and solves the evolution of the polytope over time. The problem is solved with linear programming relaxation based on outer-approximations of nonlinear functions, which is scalable for large scale systems. We demonstrate our method on IEEE test cases to certify the stability and bound the state trajectories

Stochastic reachability of a target tube: Theory and computation

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within time-varying state constraints (i.e., a ``target tube''), despite bounded control authority. This problem subsumes the stochastic viability and terminal hitting-time stochastic reach-avoid problems. Of special interest is the stochastic reach set, the set of all initial states from which it is possible to stay in the target tube with a probability above a desired threshold. We provide sufficient conditions under which the stochastic reach set is closed, compact, and convex, and provide an underapproximative interpolation technique for stochastic reach sets. Utilizing convex optimization, we propose a scalable and grid-free algorithm that computes a polytopic underapproximation of the stochastic reach set and synthesizes an open-loop controller. This algorithm is anytime, i.e., it produces a valid output even on early termination. We demonstrate the efficacy and scalability of our approach on several numerical examples, and show that our algorithm outperforms existing software tools for verification of linear systems

Lagrangian Approximations for Stochastic Reachability of a Target Tube

In this paper we examine how Lagrangian techniques can be used to compute underapproximations and overapproximation of the finite-time horizon, stochastic reach-avoid level sets for discrete-time, nonlinear systems. This approach is applicable for a generic nonlinear system without any convexity assumptions on the safe and target sets. We examine and apply our methods on the reachability of a target tube problem, a more generalized version of the finite-time horizon reach-avoid problem. Because these methods utilize a Lagrangian (set theoretic) approach, we eliminate the necessity to grid the state, input, and disturbance spaces allowing for increased scalability and faster computation. The methods scalability are currently limited by the computational requirements for performing the necessary set operations by current computational geometry tools. The primary trade-off for this improved extensibility is conservative approximations of actual stochastic reach set. We demonstrate these methods on several examples including the standard double-integrator, a chain of integrators, and a 4-dimensional space vehicle rendezvous docking problem

Safe Control under Uncertainty

Controller synthesis for hybrid systems that satisfy temporal specifications expressing various system properties is a challenging problem that has drawn the attention of many researchers. However, making the assumption that such temporal properties are deterministic is far from the reality. For example, many of the properties the controller has to satisfy are learned through machine learning techniques based on sensor input data. In this paper, we propose a new logic, Probabilistic Signal Temporal Logic (PrSTL), as an expressive language to define the stochastic properties, and enforce probabilistic guarantees on them. We further show how to synthesize safe controllers using this logic for cyber-physical systems under the assumption that the stochastic properties are based on a set of Gaussian random variables. One of the key distinguishing features of PrSTL is that the encoded logic is adaptive and changes as the system encounters additional data and updates its beliefs about the latent random variables that define the safety properties. We demonstrate our approach by synthesizing safe controllers under the PrSTL specifications for multiple case studies including control of quadrotors and autonomous vehicles in dynamic environments.Comment: 10 pages, 6 figures, Submitted to HSCC 201

Sparse Polynomial Zonotopes: A Novel Set Representation for Reachability Analysis

We introduce sparse polynomial zonotopes, a new set representation for formal verification of hybrid systems. Sparse polynomial zonotopes can represent non-convex sets and are generalizations of zonotopes and Taylor models. Operations like Minkowski sum, quadratic mapping, and reduction of the representation size can be computed with polynomial complexity w.r.t. the dimension of the system. In particular, for the reachability analysis of nonlinear systems, the wrapping effect is substantially reduced using sparse polynomial zonotopes as demonstrated by numerical examples. In addition, we can significantly reduce the computation time compared to zonotopes