Active Sampling-based Binary Verification of Dynamical Systems

Nonlinear, adaptive, or otherwise complex control techniques are increasingly relied upon to ensure the safety of systems operating in uncertain environments. However, the nonlinearity of the resulting closed-loop system complicates verification that the system does in fact satisfy those requirements at all possible operating conditions. While analytical proof-based techniques and finite abstractions can be used to provably verify the closed-loop system's response at different operating conditions, they often produce conservative approximations due to restrictive assumptions and are difficult to construct in many applications. In contrast, popular statistical verification techniques relax the restrictions and instead rely upon simulations to construct statistical or probabilistic guarantees. This work presents a data-driven statistical verification procedure that instead constructs statistical learning models from simulated training data to separate the set of possible perturbations into "safe" and "unsafe" subsets. Binary evaluations of closed-loop system requirement satisfaction at various realizations of the uncertainties are obtained through temporal logic robustness metrics, which are then used to construct predictive models of requirement satisfaction over the full set of possible uncertainties. As the accuracy of these predictive statistical models is inherently coupled to the quality of the training data, an active learning algorithm selects additional sample points in order to maximize the expected change in the data-driven model and thus, indirectly, minimize the prediction error. Various case studies demonstrate the closed-loop verification procedure and highlight improvements in prediction error over both existing analytical and statistical verification techniques.Comment: 23 page

Autonomous search for a diffusive source in an unknown environment

The paper presents an approach to olfactory search for a diffusive emitting source of tracer (e.g. aerosol, gas) in an environment with unknown map of randomly placed and shaped obstacles. The measurements of tracer concentration are sporadic, noisy and without directional information. The search domain is discretised and modelled by a finite two-dimensional lattice. The links is the lattice represent the traversable paths for emitted particles and for the searcher. A missing link in the lattice indicates a blocked paths, due to the walls or obstacles. The searcher must simultaneously estimate the source parameters, the map of the search domain and its own location within the map. The solution is formulated in the sequential Bayesian framework and implemented as a Rao-Blackwellised particle filter with information-driven motion control. The numerical results demonstrate the concept and its performance.Comment: 11 pages, 7 figure

Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes

SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives: (a) to introduce Sequential Monte Carlo to the QMC community, whose members are usually less familiar with state-space models and particle filtering; (b) to extend SQMC to the filtering of continuous-time state-space models, where the latent process is a diffusion. A recurring point in the paper will be the notion of dimension reduction, that is how to implement SQMC in such a way that it provides good performance despite the high dimension of the problem.Comment: To be published in the proceedings of MCMQMC 201

Sensor Placement for Damage Localization in Sensor Networks

The objective of this thesis is to formulate and solve the sensor placement problem for damage localization in a sensor network. A Bayesian estimation problem is formulated with the time-of-flight (ToF) measurements. In this model, ToF of lamb waves, which are generated and received by piezoelectric sensors, is the total time for each wave to be transmitted, reflected by the target, and received by the sensor. The ToF of the scattered lamb wave has characteristic information about the target location. By using the measurement model and prior information, the target location is estimated in a centralized sensor network with a Monte Carlo approach. Then we derive the Bayesian Fisher information matrix (B-FIM) and based on that posterior Cramer-Rao lower bound (PCRLB), which sets a limit on the mean squared error (MSE) of any Bayesian estimator. In addition, we develop an optimal sensor placement approach to achieve more accurate damage localization, which is based on minimizing the PCRLB. Simulation results show that the optimal sensor placement solutions lead to much lower estimation errors than some sub-optimal sensor placement solutions

Closed-Loop Statistical Verification of Stochastic Nonlinear Systems Subject to Parametric Uncertainties

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the proposed framework constructs a GP regression model and predicts the system's performance over the entire set of possible uncertainties. Included in the framework is a new metric to estimate the confidence in those predictions based on the variance of the GP's cumulative distribution function. This variance-based metric forms the basis of active sampling algorithms that aim to minimize prediction error through careful selection of simulations. In three case studies, the new active sampling algorithms demonstrate up to a 35% improvement in prediction error over other approaches and are able to correctly identify regions with low prediction confidence through the variance metric.Comment: 8 pages, submitted to ACC 201