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In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Thomas Lew , Lucas Janson , Riccardo Bonalli , Marco Pavone

The majority of existing probabilistic model checking case studies are based on well understood theoretical models and distributions. However, real-life probabilistic systems usually involve distribution parameters whose values are obtained…

Software Engineering · Computer Science 2013-08-29 Guoxin Su , David S. Rosenblum

Mixed-monotone systems are separable via a decomposition function into increasing and decreasing components, and this decomposition function allows for embedding the system dynamics in a higher-order monotone embedding system. Embedding the…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Matthew Abate , Samuel Coogan

In this work, the issue of estimation of reachable sets in continuous bimodal piecewise affine systems is studied. A new method is proposed, in the framework of ellipsoidal bounding, using piecewise quadratic Lyapunov functions. Although…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Thuan Le Quang , Nam Phan Thanh , Simone Baldi

In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

Optimization and Control · Mathematics 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

We characterize and compute the maximal admissible positively invariant set for asymptotically stable constrained switching linear systems. Motivated by practical problems found, e.g., in obstacle avoidance, power electronics and nonlinear…

Dynamical Systems · Mathematics 2015-11-27 Nikolaos Athanasopoulos , Raphaël M. Jungers

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

We consider finite horizon reach-avoid problems for discrete time stochastic systems. Our goal is to construct upper bound functions for the reach-avoid probability by means of tractable convex optimization problems. We achieve this by…

Optimization and Control · Mathematics 2015-06-11 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler H. Summers , John Lygeros

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

Given a stable linear time-invariant (LTI) system subject to output constraints, we present a method to compute a set of disturbances such that the reachable set of outputs matches as closely as possible the output constraint set, while…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Sampath Kumar Mulagaleti , Alberto Bemporad , Mario Zanon

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

The paper presents Maximal Ellipsoid Backward Reachable Trees MAXELLIPSOID BRT, which is a multi-query algorithm for planning of dynamic systems under stochastic motion uncertainty and constraints on the control input. In contrast to…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Naman Aggarwal , Jonathan P. How

Determining the reachable set for a given nonlinear control system is crucial for system control and planning. However, computing such a set is impossible if the system's dynamics are not fully known. This paper is motivated by a scenario…

Optimization and Control · Mathematics 2021-08-26 Taha Shafa , Melkior Ornik

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…

Optimization and Control · Mathematics 2020-02-14 Paul Rousse , Pierre-Loïc Garoche , Didier Henrion

This paper presents an ellipsoidal set-theoretic framework for robust safety filter synthesis in constrained linear systems subject to additive bounded disturbances and input constraints. We formulate the safety filter design as a convex…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Reza Pordal , Alireza Sharifi , Ali Baniasad

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras