A Statistical Approach for Computing Reachability of Non-linear and Stochastic Dynamical Systems

  • Luca Bortolussi
  • Guido Sanguinetti
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8657)

Abstract

We present a novel approach to compute reachable sets of dynamical systems with uncertain initial conditions or parameters, leveraging state-of-the-art statistical techniques. From a small set of samples of the true reachable function of the system, expressed as a function of initial conditions or parameters, we emulate such function using a Bayesian method based on Gaussian Processes. Uncertainty in the reconstruction is reflected in confidence bounds which, when combined with template polyhedra ad optimised, allow us to bound the reachable set with a given statistical confidence. We show how this method works straightforwardly also to do reachability computations for uncertain stochastic models.

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Luca Bortolussi
    • 1
  • Guido Sanguinetti
    • 2
    • 3
  1. 1.DMGUniversity of Trieste, and CNR/ISTIPisaItaly
  2. 2.School of InformaticsUniversity of EdinburghUK
  3. 3.SynthSys, Centre for Synthetic and Systems BiologyUniversity of EdinburghUK

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