Data-driven computation of invariant sets of discrete time-invariant black-box systems

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set coincides with the domain of attraction. A data-driven framework relying on the observation of trajectories is proposed to compute almost-invariant sets, which are invariant almost everywhere except a small subset. Based on these observations, scenario optimization problems are formulated and solved. We show that probabilistic invariance guarantees on the almost-invariant sets can be established. To get explicit expressions of such sets, a set identification procedure is designed with a verification step that provides inner and outer approximations in a probabilistic sense. The proposed data-driven framework is illustrated by several numerical examples.Comment: A shorter version with the title "Scenario-based set invariance verification for black-box nonlinear systems" is published in the IEEE Control Systems Letters (L-CSS

Safety control of monotone systems with bounded uncertainties

Monotone systems are prevalent in models of engineering applications such as transportation and biological networks. In this paper, we investigate the problem of finding a control strategy for a discrete time positive monotone system with bounded uncertainties such that the evolution of the system is guaranteed to be confined to a safe set in the state space for all times. By exploiting monotonicity, we propose an approach to this problem which is based on constraint programming. We find control strategies that are based on repetitions of finite sequences of control actions. We show that, under assumptions made in the paper, safety control of monotone systems does not require state measurement. We demonstrate the results on a signalized urban traffic network, where the safety objective is to keep the traffic flow free of congestion.This work was partially supported by the NSF under grants CPS-1446151 and CMMI-1400167. (CPS-1446151 - NSF; CMMI-1400167 - NSF