41 research outputs found
Fast Reachable Set Approximations via State Decoupling Disturbances
With the recent surge of interest in using robotics and automation for civil
purposes, providing safety and performance guarantees has become extremely
important. In the past, differential games have been successfully used for the
analysis of safety-critical systems. In particular, the Hamilton-Jacobi (HJ)
formulation of differential games provides a flexible way to compute the
reachable set, which can characterize the set of states which lead to either
desirable or undesirable configurations, depending on the application. While HJ
reachability is applicable to many small practical systems, the curse of
dimensionality prevents the direct application of HJ reachability to many
larger systems. To address computation complexity issues, various efficient
computation methods in the literature have been developed for approximating or
exactly computing the solution to HJ partial differential equations, but only
when the system dynamics are of specific forms. In this paper, we propose a
flexible method to trade off optimality with computation complexity in HJ
reachability analysis. To achieve this, we propose to simplify system dynamics
by treating state variables as disturbances. We prove that the resulting
approximation is conservative in the desired direction, and demonstrate our
method using a four-dimensional plane model.Comment: in Proceedings of the IEE Conference on Decision and Control, 201
Reachability analysis of linear hybrid systems via block decomposition
Reachability analysis aims at identifying states reachable by a system within
a given time horizon. This task is known to be computationally expensive for
linear hybrid systems. Reachability analysis works by iteratively applying
continuous and discrete post operators to compute states reachable according to
continuous and discrete dynamics, respectively. In this paper, we enhance both
of these operators and make sure that most of the involved computations are
performed in low-dimensional state space. In particular, we improve the
continuous-post operator by performing computations in high-dimensional state
space only for time intervals relevant for the subsequent application of the
discrete-post operator. Furthermore, the new discrete-post operator performs
low-dimensional computations by leveraging the structure of the guard and
assignment of a considered transition. We illustrate the potential of our
approach on a number of challenging benchmarks.Comment: Accepted at EMSOFT 202
Reach Set Approximation through Decomposition with Low-dimensional Sets and High-dimensional Matrices
Approximating the set of reachable states of a dynamical system is an
algorithmic yet mathematically rigorous way to reason about its safety.
Although progress has been made in the development of efficient algorithms for
affine dynamical systems, available algorithms still lack scalability to ensure
their wide adoption in the industrial setting. While modern linear algebra
packages are efficient for matrices with tens of thousands of dimensions,
set-based image computations are limited to a few hundred. We propose to
decompose reach set computations such that set operations are performed in low
dimensions, while matrix operations like exponentiation are carried out in the
full dimension. Our method is applicable both in dense- and discrete-time
settings. For a set of standard benchmarks, it shows a speed-up of up to two
orders of magnitude compared to the respective state-of-the art tools, with
only modest losses in accuracy. For the dense-time case, we show an experiment
with more than 10.000 variables, roughly two orders of magnitude higher than
possible with previous approaches
Linear Hamilton Jacobi Bellman Equations in High Dimensions
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal
solution to large classes of control problems. Unfortunately, this generality
comes at a price, the calculation of such solutions is typically intractible
for systems with more than moderate state space size due to the curse of
dimensionality. This work combines recent results in the structure of the HJB,
and its reduction to a linear Partial Differential Equation (PDE), with methods
based on low rank tensor representations, known as a separated representations,
to address the curse of dimensionality. The result is an algorithm to solve
optimal control problems which scales linearly with the number of states in a
system, and is applicable to systems that are nonlinear with stochastic forcing
in finite-horizon, average cost, and first-exit settings. The method is
demonstrated on inverted pendulum, VTOL aircraft, and quadcopter models, with
system dimension two, six, and twelve respectively.Comment: 8 pages. Accepted to CDC 201
Koopman-Hopf Hamilton-Jacobi Reachability and Control
The Hopf formula for Hamilton-Jacobi Reachability analysis has been proposed
for solving viscosity solutions of high-dimensional differential games as a
space-parallelizeable method. In exchange, however, a complex, potentially
non-convex optimization problem must be solved, limiting its application to
linear time-varying systems. With the intent of solving Hamilton-Jacobi
backwards reachable sets (BRS) and their corresponding online controllers, we
pair the Hopf solution with Koopman theory, which can linearize
high-dimensional nonlinear systems. We find that this is a viable method for
approximating the BRS and performs better than local linearizations.
Furthermore, we construct a Koopman-Hopf controller for robustly driving a
10-dimensional, nonlinear, stochastic, glycolysis model and find that it
significantly out-competes both stochastic and game-theoretic Koopman-based
model predictive controllers against stochastic disturbance