Related papers: Probabilistic reachable and invariant sets for lin…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…
This paper investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets~(RCISs), we propose finite- and infinite-horizon PCISs,…
Over-approximating the reachable sets of dynamical systems is a fundamental problem in safety verification and robust control synthesis. The representation of these sets is a key factor that affects the computational complexity and the…
One of the most important problems in hybrid systems is the {\em reachability problem}. The reachability problem has been shown to be undecidable even for a subclass of {\em linear} hybrid systems. In view of this, the main focus in the…
We consider the problem of stochastic prediction and control in a time-dependent stochastic environment, such as the ocean, where escape from an almost invariant region occurs due to random fluctuations. We determine high-probability…
In this note, we propose a method to under-approximate finite-time reachable sets and tubes for a class of continuous-time linear uncertain systems. The class under consideration is the linear time-varying (LTV) class with integrable…
The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…
In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…
Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…
In this work, we present a novel Koopman spectrum-based reachability verification method for nonlinear systems. Contrary to conventional methods that focus on characterizing all potential states of a dynamical system over a presupposed time…
We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…
A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…
Multi-stack pushdown systems are a well-studied model of concurrent computation using threads with first-order procedure calls. While, in general, reachability is undecidable, there are numerous restrictions on stack behaviour that lead to…
Rule-based models, such as decision trees, appeal to practitioners due to their interpretable nature. However, the learning algorithms that produce such models are often vulnerable to spurious associations and thus, they are not guaranteed…
In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…
This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…