Basis transform in switched linear system state-space models from input-output data

This paper tackles the basis selection issue in the context of state-space hybrid system identification from input-output data. It is often the case that an identification scheme responsible for state-space switched linear system (SLS) estimation from input-output data operates on local levels. Such individually identified local estimates reside in distinct state bases, which call for the need to perform some basis correction mechanism that facilitates their coherent patching for the ultimate goal of performing output predictions for predefined input test signals. We derive necessary and sufficient conditions on the submodel set, the switching sequence, and the dwell times that guarantee the presented approach's success. Such conditions turn out to be relatively mild, which contributes to the application potential of the devised algorithm. We also provide a linkage between this work and the existing literature by providing several insightful remarks that highlight the discussed method's favorability. We supplement the theoretical findings by an elaborative numerical simulation that puts our methodology into action

Stochastic hybrid models for predicting the behavior of drivers facing the yellow-light-dilemma

We address the problem of predicting whether a driver facing the yellow-light-dilemma will cross the intersection with the red light. Based on driving simulator data, we propose a stochastic hybrid system model for driver behavior. Using this model combined with Gaussian process estimation and Monte Carlo simulations, we obtain an upper bound for the probability of crossing with the red light. This upper bound has a prescribed confidence level and can be calculated quickly on-line in a recursive fashion as more data become available. Calculating also a lower bound we can show that the upper bound is on average less than 3% higher than the true probability. Moreover, tests on driving simulator data show that 99% of the actual red light violations, are predicted to cross on red with probability greater than 0.95 while less than 5% of the compliant trajectories are predicted to have an equally high probability of crossing. Determining the probability of crossing with the red light will be important for the development of warning systems that prevent red light violations

Extending Hybrid CSP with Probability and Stochasticity

Probabilistic and stochastic behavior are omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of fundamental properties of nature, uncertain environments, or simplifications to overcome complexity. Tightly intertwining discrete, continuous and stochastic dynamics complicates modelling, analysis and verification of stochastic hybrid systems (SHSs). In the literature, this issue has been extensively investigated, but unfortunately it still remains challenging as no promising general solutions are available yet. In this paper, we give our effort by proposing a general compositional approach for modelling and verification of SHSs. First, we extend Hybrid CSP (HCSP), a very expressive and process algebra-like formal modeling language for hybrid systems, by introducing probability and stochasticity to model SHSs, which is called stochastic HCSP (SHCSP). To this end, ordinary differential equations (ODEs) are generalized by stochastic differential equations (SDEs) and non-deterministic choice is replaced by probabilistic choice. Then, we extend Hybrid Hoare Logic (HHL) to specify and reason about SHCSP processes. We demonstrate our approach by an example from real-world.Comment: The conference version of this paper is accepted by SETTA 201

Constrained optimal control of stochastic switched affine systems using randomization

We consider a finite-horizon optimal control problem for a switched affine system with controlled switches, affected by uncertainty and subject to input and/or state constraints. We show how the logical statements that govern the underlying switching mechanism can be transformed into robust mixed-integer inequalities, leading to an infinite dimensional linear program with robust constraints. Following a randomized methodology, based on enforcing the constraints only on a finite number of uncertainty instances/scenarios, we relax the infinite dimensional program to a mixed-integer linear program, which is amenable to existing numerical tools. We establish a probabilistic link between the infinite dimensional robust program and its scenario-based relaxation, showing that the optimal solution of the latter is feasible, in a probabilistic sense, for the former

Design of Driver-Assist Systems Under Probabilistic Safety Specifications Near Stop Signs

In this paper, we consider the problem of designing in-vehicle driver-assist systems that warn or override the driver to prevent collisions with a guaranteed probability. The probabilistic nature of the problem naturally arises from many sources of uncertainty, among which the behavior of the surrounding vehicles and the response of the driver to on-board warnings. We formulate this problem as a control problem for uncertain systems under probabilistic safety specifications and leverage the structure of the application domain to reach computationally efficient implementations. Simulations using a naturalistic data set show that the empirical probability of safety is always within 5% of the theoretical value in the case of direct driver override. In the case of on-board warnings, the empirical value is more conservative due primarily to drivers decelerating more strongly than requested. However, the empirical value is greater than or equal to the theoretical value, demonstrating a clear safety benefit

Multi-aircraft conflict detection and resolution based on probabilistic reach sets

In this brief, a novel scheme to multi-aircraft conflict detection and resolution is introduced. A key feature of the proposed scheme is that uncertainty affecting the aircraft future positions along some look-ahead prediction horizon is accounted for via a probabilistic reachability analysis approach. In particular, ellipsoidal probabilistic reach sets are determined by formulating a chance-constrained optimization problem and solving it via a simulation-based method called scenario approach. Conflict detection is then performed by verifying if the ellipsoidal reach sets of different aircraft intersect. If a conflict is detected, then the aircraft flight plans are redesigned by solving a second-order cone program resting on the approximation of the ellipsoidal reach sets with spheres with constant radius along the look-ahead horizon. A bisection procedure allows one to determine the minimum radius such that the ellipsoidal reach sets of different aircraft along the corresponding new flight plans do not intersect. Some numerical examples are presented to show the efficacy of the proposed scheme

Decisiveness of Stochastic Systems and its Application to Hybrid Models (Full Version)

In [ABM07], Abdulla et al. introduced the concept of decisiveness, an interesting tool for lifting good properties of finite Markov chains to denumerable ones. Later, this concept was extended to more general stochastic transition systems (STSs), allowing the design of various verification algorithms for large classes of (infinite) STSs. We further improve the understanding and utility of decisiveness in two ways. First, we provide a general criterion for proving decisiveness of general STSs. This criterion, which is very natural but whose proof is rather technical, (strictly) generalizes all known criteria from the literature. Second, we focus on stochastic hybrid systems (SHSs), a stochastic extension of hybrid systems. We establish the decisiveness of a large class of SHSs and, under a few classical hypotheses from mathematical logic, we show how to decide reachability problems in this class, even though they are undecidable for general SHSs. This provides a decidable stochastic extension of o-minimal hybrid systems. [ABM07] Parosh A. Abdulla, Noomene Ben Henda, and Richard Mayr. 2007. Decisive Markov Chains. Log. Methods Comput. Sci. 3, 4 (2007).Comment: Full version of GandALF 2020 paper (arXiv:2001.04347v2), updated version of arXiv:2001.04347v1. 30 pages, 6 figure