205 research outputs found
StocHy: automated verification and synthesis of stochastic processes
StocHy is a software tool for the quantitative analysis of discrete-time
stochastic hybrid systems (SHS). StocHy accepts a high-level description of
stochastic models and constructs an equivalent SHS model. The tool allows to
(i) simulate the SHS evolution over a given time horizon; and to automatically
construct formal abstractions of the SHS. Abstractions are then employed for
(ii) formal verification or (iii) control (policy, strategy) synthesis. StocHy
allows for modular modelling, and has separate simulation, verification and
synthesis engines, which are implemented as independent libraries. This allows
for libraries to be easily used and for extensions to be easily built. The tool
is implemented in C++ and employs manipulations based on vector calculus, the
use of sparse matrices, the symbolic construction of probabilistic kernels, and
multi-threading. Experiments show StocHy's markedly improved performance when
compared to existing abstraction-based approaches: in particular, StocHy beats
state-of-the-art tools in terms of precision (abstraction error) and
computational effort, and finally attains scalability to large-sized models (12
continuous dimensions). StocHy is available at www.gitlab.com/natchi92/StocHy
Quantitative Approximation of the Probability Distribution of a Markov Process by Formal Abstractions
The goal of this work is to formally abstract a Markov process evolving in
discrete time over a general state space as a finite-state Markov chain, with
the objective of precisely approximating its state probability distribution in
time, which allows for its approximate, faster computation by that of the
Markov chain. The approach is based on formal abstractions and employs an
arbitrary finite partition of the state space of the Markov process, and the
computation of average transition probabilities between partition sets. The
abstraction technique is formal, in that it comes with guarantees on the
introduced approximation that depend on the diameters of the partitions: as
such, they can be tuned at will. Further in the case of Markov processes with
unbounded state spaces, a procedure for precisely truncating the state space
within a compact set is provided, together with an error bound that depends on
the asymptotic properties of the transition kernel of the original process. The
overall abstraction algorithm, which practically hinges on piecewise constant
approximations of the density functions of the Markov process, is extended to
higher-order function approximations: these can lead to improved error bounds
and associated lower computational requirements. The approach is practically
tested to compute probabilistic invariance of the Markov process under study,
and is compared to a known alternative approach from the literature.Comment: 29 pages, Journal of Logical Methods in Computer Scienc
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
Aggregation and Control of Populations of Thermostatically Controlled Loads by Formal Abstractions
This work discusses a two-step procedure, based on formal abstractions, to
generate a finite-space stochastic dynamical model as an aggregation of the
continuous temperature dynamics of a homogeneous population of Thermostatically
Controlled Loads (TCL). The temperature of a single TCL is described by a
stochastic difference equation and the TCL status (ON, OFF) by a deterministic
switching mechanism. The procedure is formal as it allows the exact
quantification of the error introduced by the abstraction -- as such it builds
and improves on a known, earlier approximation technique in the literature.
Further, the contribution discusses the extension to the case of a
heterogeneous population of TCL by means of two approaches resulting in the
notion of approximate abstractions. It moreover investigates the problem of
global (population-level) regulation and load balancing for the case of TCL
that are dependent on a control input. The procedure is tested on a case study
and benchmarked against the mentioned alternative approach in the literature.Comment: 40 pages, 21 figures; the paper generalizes the result of conference
publication: S. Esmaeil Zadeh Soudjani and A. Abate, "Aggregation of
Thermostatically Controlled Loads by Formal Abstractions," Proceedings of the
European Control Conference 2013, pp. 4232-4237. version 2: added references
for section
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