Work

Forward Reachability for Discrete-Time Nonlinear Stochastic Systems via Mixed-Monotonicity and Stochastic Order

Year: 2024

Type: conference-paper

Abstract: We present a method to overapproximate forward stochastic reach sets of discrete-time, stochastic nonlinear systems with interval geometry. This is made possible by extending the theory of mixed-monotone systems to incorporate stochastic orders, and a concentration inequality result that lower-bounds the probability the state resides within an interval through a monotone mapping. Then, we present an algorithm to compute the overapproximations of forward reachable set and the probability the state resides within it. We present our approach on two aerospace examples to show its efficacy.

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc56724.2024.10886465

Authors: Vignesh Sivaramakrishnan, Rosalyn A. Devonport, Murat Arcak, Meeko M.K. Oishi

Institutions: University of New Mexico, University of California, Berkeley

Language: English

Topic: Formal Methods in Verification

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, Air Force Research Laboratory

Awards: Collaborative Research: CPS: Frontier: Computation-Aware Algorithmic Design for Cyber-Physical Systems, G5683993009, G8289759875