Stochastic Reachability Analysis of Hybrid Systems


Book Description

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then treats issues representing the different faces of SRA: • stochastic reachability based on Markov process theory; • martingale methods; • stochastic reachability as an optimal stopping problem; and • dynamic programming. The book is rounded off by an appendix providing mathematical underpinning on subjects such as ordinary differential equations, probabilistic measure theory and stochastic modeling, which will help the non-expert-mathematician to appreciate the text. Stochastic Reachability Analysis of Hybrid Systems characterizes a highly interdisciplinary area of research and is consequently of significant interest to academic researchers and graduate students from a variety of backgrounds in control engineering, applied mathematics and computer science. The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available.




Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation


Book Description

This thesis proposes an algorithmic controller synthesis based on the computation of probabilistic reachable sets for stochastic hybrid systems. Hybrid systems consist in general of a composition of discrete and continuous valued dynamics, and are able to capture a wide range of physical phenomena. The stochasticity is considered in form of normally distributed initial continuous states and normally distributed disturbances, resulting in stochastic hybrid systems. The reachable sets describe all states, which are reachable by a system for a given initialization of the system state, inputs, disturbances, and time horizon. For stochastic hybrid systems, these sets are probabilistic, since the system state and disturbance are random variables. This thesis introduces probabilistic reachable sets with a predefined confidence, which are used in an optimization based procedure for the determination of stabilizing control inputs. Besides the stabilizing property, the controlled dynamics also observes input constraints, as well as, so-called chance constraints for the continuous state. The main contribution of this thesis is the formulation of an algorithmic control procedure for each considerd type of stochastic hybrid systems, where different discrete dynamics are considered. First, a control procedure for a deterministic system with bounded disturbances is introduced, and thereafter a probabilistic distribution of the system state and the disturbance is assumed. The formulation of probabilistic reachable sets with a predefined confidence is subsequently used in a control procedure for a stochastic hybrid system, in which the switch of the continuous dynamics is externally induced. Finally, the control procedure based on reachable set computation is extended to a type of stochastic hybrid systems with autonomously switching of the continuous dynamics.




Stochastic Hybrid Systems


Book Description

Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.







Scalable Safety Verification of Stochastic Hybrid Systems


Book Description

Stochastic hybrid systems consist of software-controlled physical processes, where uncertainties manifest due to either disturbance in the environment in which the physical systems operate or the noise in sensors/actuators through which they interact with the software. The safety analysis of such systems is challenging due to complex dynamics, uncertainties, and infinite state space. This thesis introduces fully automated methods for bounded/unbounded safety analysis of certain subclasses of the stochastic hybrid systems against given safety specifications. Our first contribution is to compute the maximum/minimum bounded probability of reachability of polyhedral probabilistic hybrid systems, where plant dynamics are expressed as a set of linear constraints over the rate of state variables, and uncertainties are involved in discrete transitions represented as discrete probability distributions over the set of locations/modes. Our broad approach is to encode all possible bounded probabilistic behaviors into an appropriate logic along with the given safety specifications. Then, we perform optimization over all possible behaviors for the maximum/minimum probability via state-of-the-art optimization solvers. The second contribution is to present fully automatic unbounded safety analysis of the polyhedral probabilistic hybrid systems (PHS). We present a novel counterexample guided abstraction refinement (CEGAR) algorithm for polyhedral PHS. Developing a CEGAR algorithm for the polyhedral PHS is complex owing to the uncertainties in the discrete transitions, and the infinite state space due to the real-valued variables. We present a practical algorithm by choosing a succinct representation for counterexamples, an efficient validation algorithm and a constructive method for refinement that ensures progress towards the elimination of a spurious abstract counterexample. The third contribution is to extend unbounded safety analysis to the class of linear probabilistic hybrid systems (PHS). Developing an abstraction for the linear PHS is a challenge when the dynamics is linear, because the solutions are exponential and require solving exponential constraints to construct the finite state MDP. Hence, we consider a hierarchical abstraction, where we first abstract a linear PHS to a polyhedral PHS using hybridization and then apply predicate abstraction to construct the finite state MDP. Finally, we consider uncertainties in plant dynamics, and develop an abstraction based method for both bounded/unbounded safety analysis of linear stochastic systems. The bounded safety analysis is similar to the encoding in bounded model checking, where we encode bounded stochastic behaviors instead of continuous behaviors and solve the encoding using a semi-definite program solver. For the unbounded safety analysis, we abstract the linear stochastic system into a finite state system, and analyze its safety using graph search algorithms.







Hybrid Systems: Computation and Control


Book Description

This book constitutes the refereed proceedings of the 11th International Conference on Hybrid Systems: Computation and Control, HSCC 2008, held in St. Louis, MO, USA, in April 2008. The 42 revised full papers and 20 revised short papers presented were carefully reviewed and selected from numerous submissions for inclusion in the book. The papers focus on research in embedded, reactive systems involving the interplay between symbolic/switching and continuous dynamical behaviors and feature the latest developments of applications and theoretical advancements in the design, analysis, control, optimization, and implementation of hybrid systems, with particular attention to embedded and networked control systems.




Computational Methods in Systems Biology


Book Description

This book constitutes the refereed proceedings of the 13th International Conference on Computational Methods in Systems Biology, CMSB 2015, held in Nantes, France, in September 2015. The 20 full papers and 2 short papers presented were carefully reviewed and selected from 43 full and 4 short paper submissions. The papers cover a wide range of topics in the analysis of biological systems, networks and data such as model checking, stochastic analysis, hybrid systems, circadian clock, time series data, logic programming, and constraints solving ranging from intercellular to multiscale.




Refined Probabilistic Abstraction


Book Description

Computer networks and embedded systems are ubiquitous and critical parts of our daily life. Therefore performance and reliability guarantees for these systems are crucial. To this end, versatile probabilistic modelling and analysis techniques have been developed. However existing probabilistic analysis methods are inherently limited to small systems. This dissertation introduces a new probabilistic analysis method that scales to large and even infinite systems which are far out of reach of previous methods. The key idea is to approximate a given system by a smaller abstraction which is refined automatically until sufficient precision has been achieved. The thesis discusses the various foundational and practical challenges involved in developing this method, as well as its effectiveness in practice.