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Register a new userA Moment-Based Safety Analysis for Stochastic Dynamical Systems
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Given a stochastic dynamical system modelled via stochastic differential equations (SDEs), we evaluate the safety of the system through characterisations of its exit time moments. We lift the (possibly nonlinear) dynamics into the space of the occupation and exit measures to obtain a set of linear evolution equations which depend on the infinitesimal generator of the SDE. Coupled with appropriate semidefinite positive matrix constraints, this yields a moment-based approach for the computation of exit time moments of SDEs with polynomial drift and diffusion dynamics. To extend the capability of the moment approach, we propose a state augmentation method which allows us to generate the evolution equations for a broader class of nonlinear stochastic systems and apply the moment method to previously unsupported dynamics. In particular, we show a general augmentation strategy for sinusoidal dynamics which can be found in most physical systems. We employ the methodology on an Ornstein-Uhlenbeck process and stochastic spring-mass-damper model to characterise their safety via their expected exit times and show the additional exit distribution insights that are afforded through higher order moments.
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In this paper, we study the robustness of safety properties of a linear dynamical system with respect to model uncertainties. Our paper involves three parts. In the first part, we provide symbolic (analytical) and numerical (representation based) techniques for computing the reachable set of uncertain linear systems. We further prove a relationship between the reachable set of a linear uncertain system and the maximum singular value of the uncertain dynamics matrix. Finally, we propose two heuristics to compute the robustness threshold of the system -- the maximum uncertainty that can be introduced to the system without violating the safety property. We evaluate the reachable set computation techniques, effects of singular values, and estimation of robustness threshold on two case studies from varied domains, illustrating the applicability, practicality and scalability of the artifacts, proposed in this paper, on real-world examples. We further evaluate our artifacts on several linear dynamical system benchmarks. To the best of the authors knowledge, this is the first work to: (i) extend perturbation theory to compute reachable sets of linear uncertain systems, (ii) leverage the relationship between the reachable set of a linear system and the maximum singular values to determine the effect of uncertainties and (3) estimate the threshold of robustness that can be tolerated by the system while remaining safe.
We develop a risk-averse safety analysis method for stochastic systems on discrete infinite time horizons. Our method quantifies the notion of risk for a control system in terms of the severity of a harmful random outcome in a fraction of worst cases, whereas classical methods quantify risk in terms of probabilities. The theoretical arguments are based on the analysis of a value iteration algorithm on an augmented state space. We provide conditions to guarantee the existence of an optimal policy on this space. We illustrate the method numerically using an example from the domain of stormwater management.
This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic system. This set is defined as a sublevel set of the solution to an optimal control problem that is expressed using the Conditional Value-at-Risk (CVaR) measure. This problem does not satisfy Bellmans Principle, thus our next contribution is to show how risk-sensitive safe sets can be under-approximated by the solution to a CVaR-Markov Decision Process. We adopt an existing value iteration algorithm to find an approximate solution to the reduced problem for a class of linear systems. Then, we develop a realistic numerical example of a stormwater system to show that this approach can be applied to non-linear systems. Finally, we compare the CVaR criterion to the exponential disutility criterion. The latter allocates control effort evenly across the cost distribution to reduce variance, while the CVaR criterion focuses control effort on a given worst-case quantile--where it matters most for safety.
The deployment of autonomous systems that operate in unstructured environments necessitates algorithms to verify their safety. This can be challenging due to, e.g., black-box components in the control software, or undermodelled dynamics that prevent model-based verification. We present a novel verification framework for an unknown dynamical system from a given set of noisy observations of the dynamics. Using Gaussian processes trained on this data set, the framework abstracts the system as an uncertain Markov process with discrete states defined over the safe set. The transition bounds of the abstraction are derived from the probabilistic error bounds between the regression and underlying system. An existing approach for verifying safety properties over uncertain Markov processes then generates safety guarantees. We demonstrate the versatility of the framework on several examples, including switched and nonlinear systems.
Complex dynamical systems rely on the correct deployment and operation of numerous components, with state-of-the-art methods relying on learning-enabled components in various stages of modeling, sensing, and control at both offline and online levels. This paper addresses the run-time safety monitoring problem of dynamical systems embedded with neural network components. A run-time safety state estimator in the form of an interval observer is developed to construct lower-bound and upper-bound of system state trajectories in run time. The developed run-time safety state estimator consists of two auxiliary neural networks derived from the neural network embedded in dynamical systems, and observer gains to ensure the positivity, namely the ability of estimator to bound the system state in run time, and the convergence of the corresponding error dynamics. The design procedure is formulated in terms of a family of linear programming feasibility problems. The developed method is illustrated by a numerical example and is validated with evaluations on an adaptive cruise control system.
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