10,823 research outputs found
Under-Approximate Reachability Analysis for a Class of Linear Uncertain Systems
Under-approximations of reachable sets and tubes have been receiving growing
research attention due to their important roles in control synthesis and
verification. Available under-approximation methods applicable to
continuous-time linear systems typically assume the ability to compute
transition matrices and their integrals exactly, which is not feasible in
general, and/or suffer from high computational costs. In this note, we attempt
to overcome these drawbacks for a class of linear time-invariant (LTI) systems,
where we propose a novel method to under-approximate finite-time forward
reachable sets and tubes, utilizing approximations of the matrix exponential
and its integral. In particular, we consider the class of continuous-time LTI
systems with an identity input matrix and uncertain initial and input values
belonging to full dimensional sets that are affine transformations of closed
unit balls. The proposed method yields computationally efficient
under-approximations of reachable sets and tubes, when implemented using
zonotopes, with first-order convergence guarantees in the sense of the
Hausdorff distance. To illustrate its performance, we implement our approach in
three numerical examples, where linear systems of dimensions ranging between 2
and 200 are considered
Computational Techniques for Stochastic Reachability
As automated control systems grow in prevalence and complexity, there is an increasing demand for verification and controller synthesis methods to ensure these systems perform safely and to desired specifications. In addition, uncertain or stochastic behaviors are often exhibited (such as wind affecting the motion of an aircraft), making probabilistic verification desirable. Stochastic reachability analysis provides a formal means of generating the set of initial states that meets a given objective (such as safety or reachability) with a desired level of probability, known as the reachable (or safe) set, depending on the objective. However, the applicability of reachability analysis is limited in the scope and size of system it can address. First, generating stochastic reachable or viable sets is computationally intensive, and most existing methods rely on an optimal control formulation that requires solving a dynamic program, and which scales exponentially in the dimension of the state space. Second, almost no results exist for extending stochastic reachability analysis to systems with incomplete information, such that the controller does not have access to the full state of the system. This thesis addresses both of the above limitations, and introduces novel computational methods for generating stochastic reachable sets for both perfectly and partially observable systems. We initially consider a linear system with additive Gaussian noise, and introduce two methods for computing stochastic reachable sets that do not require dynamic programming. The first method uses a particle approximation to formulate a deterministic mixed integer linear program that produces an estimate to reachability probabilities. The second method uses a convex chance-constrained optimization problem to generate an under-approximation to the reachable set. Using these methods we are able to generate stochastic reachable sets for a four-dimensional spacecraft docking example in far less time than it would take had we used a dynamic program. We then focus on discrete time stochastic hybrid systems, which provide a flexible modeling framework for systems that exhibit mode-dependent behavior, and whose state space has both discrete and continuous components. We incorporate a stochastic observation process into the hybrid system model, and derive both theoretical and computational results for generating stochastic reachable sets subject to an observation process. The derivation of an information state allows us to recast the problem as one of perfect information, and we prove that solving a dynamic program over the information state is equivalent to solving the original problem. We then demonstrate that the dynamic program to solve the reachability problem for a partially observable stochastic hybrid system shares the same properties as for a partially observable Markov decision process (POMDP) with an additive cost function, and so we can exploit approximation strategies designed for POMDPs to solve the reachability problem. To do so, however, we first generate approximate representations of the information state and value function as either vectors or Gaussian mixtures, through a finite state approximation to the hybrid system or using a Gaussian mixture approximation to an indicator function defined over a convex region. For a system with linear dynamics and Gaussian measurement noise, we show that it exhibits special properties that do not require an approximation of the information state, which enables much more efficient computation of the reachable set. In all cases we provide convergence results and numerical examples
Reachability in Biochemical Dynamical Systems by Quantitative Discrete Approximation (extended abstract)
In this paper, a novel computational technique for finite discrete
approximation of continuous dynamical systems suitable for a significant class
of biochemical dynamical systems is introduced. The method is parameterized in
order to affect the imposed level of approximation provided that with
increasing parameter value the approximation converges to the original
continuous system. By employing this approximation technique, we present
algorithms solving the reachability problem for biochemical dynamical systems.
The presented method and algorithms are evaluated on several exemplary
biological models and on a real case study.Comment: In Proceedings CompMod 2011, arXiv:1109.104
Numerical Verification of Affine Systems with up to a Billion Dimensions
Affine systems reachability is the basis of many verification methods. With
further computation, methods exist to reason about richer models with inputs,
nonlinear differential equations, and hybrid dynamics. As such, the scalability
of affine systems verification is a prerequisite to scalable analysis for more
complex systems. In this paper, we improve the scalability of affine systems
verification, in terms of the number of dimensions (variables) in the system.
The reachable states of affine systems can be written in terms of the matrix
exponential, and safety checking can be performed at specific time steps with
linear programming. Unfortunately, for large systems with many state variables,
this direct approach requires an intractable amount of memory while using an
intractable amount of computation time. We overcome these challenges by
combining several methods that leverage common problem structure. Memory is
reduced by exploiting initial states that are not full-dimensional and safety
properties (outputs) over a few linear projections of the state variables.
Computation time is saved by using numerical simulations to compute only
projections of the matrix exponential relevant for the verification problem.
Since large systems often have sparse dynamics, we use Krylov-subspace
simulation approaches based on the Arnoldi or Lanczos iterations. Our method
produces accurate counter-examples when properties are violated and, in the
extreme case with sufficient problem structure, can analyze a system with one
billion real-valued state variables
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