Control of Stochastic Hybrid Systems Based on Probabilistic Reachable Set Computation

Control of Stochastic Hybrid Systems Based on Probabilistic Reachable Set Computation

Author: Leonhard Asselborn

Publisher:

Published: 2018

Total Pages:

ISBN-13: 9783737605816

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Book Synopsis Control of Stochastic Hybrid Systems Based on Probabilistic Reachable Set Computation by : Leonhard Asselborn

Download or read book Control of Stochastic Hybrid Systems Based on Probabilistic Reachable Set Computation written by Leonhard Asselborn and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation

Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation

Author: Leonhard Asselborn

Publisher: kassel university press GmbH

Published: 2018-09-17

Total Pages: 172

ISBN-13: 3737605807

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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.


Book Synopsis Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation by : Leonhard Asselborn

Download or read book Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation written by Leonhard Asselborn and published by kassel university press GmbH. This book was released on 2018-09-17 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Probabilistic Reachability for Stochastic Hybrid Systems

Probabilistic Reachability for Stochastic Hybrid Systems

Author: Alessandro Abate

Publisher:

Published: 2007

Total Pages: 440

ISBN-13:

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Book Synopsis Probabilistic Reachability for Stochastic Hybrid Systems by : Alessandro Abate

Download or read book Probabilistic Reachability for Stochastic Hybrid Systems written by Alessandro Abate and published by . This book was released on 2007 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Stochastic Hybrid Systems

Stochastic Hybrid Systems

Author: Christos G. Cassandras

Publisher: CRC Press

Published: 2018-10-03

Total Pages: 300

ISBN-13: 1420008544

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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.


Book Synopsis Stochastic Hybrid Systems by : Christos G. Cassandras

Download or read book Stochastic Hybrid Systems written by Christos G. Cassandras and published by CRC Press. This book was released on 2018-10-03 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Hybrid Systems: Computation and Control

Hybrid Systems: Computation and Control

Author: Joao Hespanha

Publisher: Springer

Published: 2006-02-27

Total Pages: 595

ISBN-13: 3540331719

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These are the proceedings of the 9th International Workshop on Hybrid Systems: Computation and Control, HSCC 2006, March 2006. 39 revised papers are presented together with the abstracts of 3 invited talks. The focus is on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors. Topics addressed include tools for analysis and verification, control and optimization, modeling, engineering applications, and new directions in language support and implementation.


Book Synopsis Hybrid Systems: Computation and Control by : Joao Hespanha

Download or read book Hybrid Systems: Computation and Control written by Joao Hespanha and published by Springer. This book was released on 2006-02-27 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: These are the proceedings of the 9th International Workshop on Hybrid Systems: Computation and Control, HSCC 2006, March 2006. 39 revised papers are presented together with the abstracts of 3 invited talks. The focus is on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors. Topics addressed include tools for analysis and verification, control and optimization, modeling, engineering applications, and new directions in language support and implementation.


Hybrid Systems: Computation and Control

Hybrid Systems: Computation and Control

Author: Joao Hespanha

Publisher: Springer Science & Business Media

Published: 2006-03-20

Total Pages: 595

ISBN-13: 3540331700

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This book constitutes the refereed proceedings of the 9th International Workshop on Hybrid Systems: Computation and Control, HSCC 2006, held in Santa Barbara, CA, USA in March 2006. The 39 revised full papers presented together with the abstracts of 3 invited talks were carefully reviewed and selected from 79 submissions. Among the topics addressed are tools for analysis and verification, control and optimization, modeling, engineering applications, and emerging directions in programming language support and implementation. The papers focus on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors.


Book Synopsis Hybrid Systems: Computation and Control by : Joao Hespanha

Download or read book Hybrid Systems: Computation and Control written by Joao Hespanha and published by Springer Science & Business Media. This book was released on 2006-03-20 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 9th International Workshop on Hybrid Systems: Computation and Control, HSCC 2006, held in Santa Barbara, CA, USA in March 2006. The 39 revised full papers presented together with the abstracts of 3 invited talks were carefully reviewed and selected from 79 submissions. Among the topics addressed are tools for analysis and verification, control and optimization, modeling, engineering applications, and emerging directions in programming language support and implementation. The papers focus on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors.


Hybrid Systems: Computation and Control

Hybrid Systems: Computation and Control

Author: Oded Maler

Publisher: Springer Science & Business Media

Published: 2003-03-18

Total Pages: 569

ISBN-13: 3540009132

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This book constitues the refereed proceedings of the 6th International Workshop on Hybrid Systems: Computation and Control, HSCC 2003, held in Prague, Czech Republic, in April 2003. The 36 revised full papers presented were carefully reviewed and selected from 75 submissions. All current issues in hybrid systems are addressed including formal methods for analysis and control, computational tools, as well as innovative applications in various fields such as automotive control, the immune system, electrical circuits, operating systems, and human brains.


Book Synopsis Hybrid Systems: Computation and Control by : Oded Maler

Download or read book Hybrid Systems: Computation and Control written by Oded Maler and published by Springer Science & Business Media. This book was released on 2003-03-18 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitues the refereed proceedings of the 6th International Workshop on Hybrid Systems: Computation and Control, HSCC 2003, held in Prague, Czech Republic, in April 2003. The 36 revised full papers presented were carefully reviewed and selected from 75 submissions. All current issues in hybrid systems are addressed including formal methods for analysis and control, computational tools, as well as innovative applications in various fields such as automotive control, the immune system, electrical circuits, operating systems, and human brains.


Hybrid Systems: Computation and Control

Hybrid Systems: Computation and Control

Author: Freek Wiedijk

Publisher: Springer

Published: 2003-07-01

Total Pages: 569

ISBN-13: 354036580X

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This volume contains the proceedings of the Sixth Workshop on Hybrid Systems: Computation and Control (HSCC 2003), which was held in Prague, during April 3–5, 2003. The Hybrid Systems workshops attract researchers interested in the modeling, analysis, control, and implementation of systems which involve the interaction of both discrete and continuous state dynamics. The newest results and latest developments in hybrid system models, formal methods for analysis and control, computational tools, as well as new applications and examples are presented at these annual meetings. The Sixth Workshop continued the series of workshops held in Grenoble, France (HART’97), Berkeley, California, USA (HSCC’98), Nijmegen, The Neth- lands (HSCC’99), Pittsburgh, Pennsylvania, USA (HSCC 2000), Rome, Italy (HSCC 2001), and Stanford, California, USA (HSCC 2002). Proceedings of these workshops have been published by Springer-Verlag in the Lecture Notes in C- puter Science (LNCS) series. This year we assembled a technical program committee with a broad expertise in formal methods in computer science, control theory, applied mathematics, and arti?cial intelligence. We received a set of 75 high-quality submitted papers. After detailed review and discussion of these papers by the program committee, 36 papers were accepted for presentation at the workshop, and the ?nal versions of these papers appear in this volume.


Book Synopsis Hybrid Systems: Computation and Control by : Freek Wiedijk

Download or read book Hybrid Systems: Computation and Control written by Freek Wiedijk and published by Springer. This book was released on 2003-07-01 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the Sixth Workshop on Hybrid Systems: Computation and Control (HSCC 2003), which was held in Prague, during April 3–5, 2003. The Hybrid Systems workshops attract researchers interested in the modeling, analysis, control, and implementation of systems which involve the interaction of both discrete and continuous state dynamics. The newest results and latest developments in hybrid system models, formal methods for analysis and control, computational tools, as well as new applications and examples are presented at these annual meetings. The Sixth Workshop continued the series of workshops held in Grenoble, France (HART’97), Berkeley, California, USA (HSCC’98), Nijmegen, The Neth- lands (HSCC’99), Pittsburgh, Pennsylvania, USA (HSCC 2000), Rome, Italy (HSCC 2001), and Stanford, California, USA (HSCC 2002). Proceedings of these workshops have been published by Springer-Verlag in the Lecture Notes in C- puter Science (LNCS) series. This year we assembled a technical program committee with a broad expertise in formal methods in computer science, control theory, applied mathematics, and arti?cial intelligence. We received a set of 75 high-quality submitted papers. After detailed review and discussion of these papers by the program committee, 36 papers were accepted for presentation at the workshop, and the ?nal versions of these papers appear in this volume.


Hybrid Systems : Computation and Control

Hybrid Systems : Computation and Control

Author:

Publisher:

Published: 2005

Total Pages: 716

ISBN-13:

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Book Synopsis Hybrid Systems : Computation and Control by :

Download or read book Hybrid Systems : Computation and Control written by and published by . This book was released on 2005 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Methods for Reachability-based Hybrid Controller Design

Methods for Reachability-based Hybrid Controller Design

Author: Jerry Ding

Publisher:

Published: 2012

Total Pages: 424

ISBN-13:

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With the increasing complexity of systems found in practical applications, the problem of controller design is often approached in a hierarchical fashion, with discrete abstractions and design methods used to satisfy high level task specifications, and continuous abstractions and design techniques used to satisfy low level control objectives. Although such a separation allows the application of mature theoretical and computational tools from the realms of computer science and control theory, the task of ensuring desired closed-loop behaviors, which results from the composition between discrete and continuous designs, often requires costly and time consuming verification and validation. This problem becomes especially acute in safety-critical applications, in which design specifications are often subject to rigorous industry standards and government regulations. Hybrid systems, which feature state trajectories evolving on a combination of discrete and continuous state spaces, have been proposed as a possible approach to reconcile the analysis and design techniques from the discrete and continuous domains under a rigorous theoretical framework. However, designing controllers for general classes of hybrid systems is a highly nontrivial task, as such a design problem inherits both the difficulty of nonlinear control, as well as the range of theoretical and computational issues introduced by the consideration of discrete switching. This dissertation describes several efforts aimed towards the development of theoretical analysis tools and computational synthesis techniques to facilitate the systematic design of feedback control policies satisfying safety and target attainability specifications with respect to subclasses of hybrid system models. The main types of problems we consider are safety/invariance problems, which involve keeping the closed-loop state trajectory within a safe set in the hybrid state space, and reach-avoid problems, which involve driving the state trajectory into a target set subject to a safety constraint. These problems are addressed within the context of continuous time switched nonlinear systems and discrete time stochastic hybrid systems, as motivated by application scenarios arising in autonomous vehicle control and air traffic management. First, we provide several design techniques and synthesis algorithms for deterministic reachability problems formulated in the setting of switched nonlinear systems, with controlled switches between discrete modes, and bounded continuous disturbances. For scenarios in which the mode transitions proceed in a known sequence, a method is discussed for designing controllers to satisfy sequential reachability specifications, consisting of a temporally ordered sequence of invariance and reach-avoid objectives. In particular, we use continuous time reachable sets to inform choices of feedback control policies within each discrete mode to satisfy both individual reachability objectives and compatibility conditions between successive modes. This technique is illustrated through an example of maneuver sequence design for automated aerial refueling of unmanned aerial vehicles. For scenarios in which the modes of a switched system can be freely selected, we describe an approach for the automated synthesis of feedback control policies achieving safety and reach-avoid objectives, under a sampled data setting. This synthesis technique proceeds by a structured reachability computation which retains information about the choice of switching controls at each discrete time instant, resulting in a set-valued policy represented in terms of a finite collection of reachable sets. Experimental results from the implementation of such control policies on a quadrotor platform to track a moving ground target show strong robustness properties in the presence of significant disturbances. Second, we provide theoretical and computational results on stochastic game and partial information formulations of probabilistic reachability problems. In the setting of a discrete time stochastic hybrid game model, zero-sum dynamic game formulations of probabilistic safety and reach-avoid problems are considered. Under an asymmetric information pattern favoring the adversary, we prove dynamic programming results for the computation of finite horizon max-min safety and reach-avoid probabilities and synthesis of deterministic max-min control policies. The implications of alternative information patterns and infinite horizon formulations are also discussed. In particular, it is shown that under a symmetric information pattern, equilibrium solutions are in general found within the class of randomized policies. The utility of this approach is illustrated through an example of pairwise aircraft conflict resolution, with a probabilistic model of wind effects. In the setting of a partially observable discrete time stochastic hybrid system, we provide a characterization of the optimal solution to partial information probabilistic safety and reach-avoid problems, which have nonstandard multiplicative and sum-multiplicative cost structures. In particular, these problems are shown to be equivalent to terminal cost and additive cost problems, by augmenting the hybrid state space with a binary random variable capturing the safety of past state evolution. Using this result, we derive a sufficient statistic in terms of a set of Bayesian filtering equations, along with an abstract dynamic programming algorithm for computing the optimal safety and reach-avoid probabilities. The practical implementation of the estimation and control algorithms, however, will depend on the existence of finite dimensional representations or approximations of the hybrid probability distribution.


Book Synopsis Methods for Reachability-based Hybrid Controller Design by : Jerry Ding

Download or read book Methods for Reachability-based Hybrid Controller Design written by Jerry Ding and published by . This book was released on 2012 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the increasing complexity of systems found in practical applications, the problem of controller design is often approached in a hierarchical fashion, with discrete abstractions and design methods used to satisfy high level task specifications, and continuous abstractions and design techniques used to satisfy low level control objectives. Although such a separation allows the application of mature theoretical and computational tools from the realms of computer science and control theory, the task of ensuring desired closed-loop behaviors, which results from the composition between discrete and continuous designs, often requires costly and time consuming verification and validation. This problem becomes especially acute in safety-critical applications, in which design specifications are often subject to rigorous industry standards and government regulations. Hybrid systems, which feature state trajectories evolving on a combination of discrete and continuous state spaces, have been proposed as a possible approach to reconcile the analysis and design techniques from the discrete and continuous domains under a rigorous theoretical framework. However, designing controllers for general classes of hybrid systems is a highly nontrivial task, as such a design problem inherits both the difficulty of nonlinear control, as well as the range of theoretical and computational issues introduced by the consideration of discrete switching. This dissertation describes several efforts aimed towards the development of theoretical analysis tools and computational synthesis techniques to facilitate the systematic design of feedback control policies satisfying safety and target attainability specifications with respect to subclasses of hybrid system models. The main types of problems we consider are safety/invariance problems, which involve keeping the closed-loop state trajectory within a safe set in the hybrid state space, and reach-avoid problems, which involve driving the state trajectory into a target set subject to a safety constraint. These problems are addressed within the context of continuous time switched nonlinear systems and discrete time stochastic hybrid systems, as motivated by application scenarios arising in autonomous vehicle control and air traffic management. First, we provide several design techniques and synthesis algorithms for deterministic reachability problems formulated in the setting of switched nonlinear systems, with controlled switches between discrete modes, and bounded continuous disturbances. For scenarios in which the mode transitions proceed in a known sequence, a method is discussed for designing controllers to satisfy sequential reachability specifications, consisting of a temporally ordered sequence of invariance and reach-avoid objectives. In particular, we use continuous time reachable sets to inform choices of feedback control policies within each discrete mode to satisfy both individual reachability objectives and compatibility conditions between successive modes. This technique is illustrated through an example of maneuver sequence design for automated aerial refueling of unmanned aerial vehicles. For scenarios in which the modes of a switched system can be freely selected, we describe an approach for the automated synthesis of feedback control policies achieving safety and reach-avoid objectives, under a sampled data setting. This synthesis technique proceeds by a structured reachability computation which retains information about the choice of switching controls at each discrete time instant, resulting in a set-valued policy represented in terms of a finite collection of reachable sets. Experimental results from the implementation of such control policies on a quadrotor platform to track a moving ground target show strong robustness properties in the presence of significant disturbances. Second, we provide theoretical and computational results on stochastic game and partial information formulations of probabilistic reachability problems. In the setting of a discrete time stochastic hybrid game model, zero-sum dynamic game formulations of probabilistic safety and reach-avoid problems are considered. Under an asymmetric information pattern favoring the adversary, we prove dynamic programming results for the computation of finite horizon max-min safety and reach-avoid probabilities and synthesis of deterministic max-min control policies. The implications of alternative information patterns and infinite horizon formulations are also discussed. In particular, it is shown that under a symmetric information pattern, equilibrium solutions are in general found within the class of randomized policies. The utility of this approach is illustrated through an example of pairwise aircraft conflict resolution, with a probabilistic model of wind effects. In the setting of a partially observable discrete time stochastic hybrid system, we provide a characterization of the optimal solution to partial information probabilistic safety and reach-avoid problems, which have nonstandard multiplicative and sum-multiplicative cost structures. In particular, these problems are shown to be equivalent to terminal cost and additive cost problems, by augmenting the hybrid state space with a binary random variable capturing the safety of past state evolution. Using this result, we derive a sufficient statistic in terms of a set of Bayesian filtering equations, along with an abstract dynamic programming algorithm for computing the optimal safety and reach-avoid probabilities. The practical implementation of the estimation and control algorithms, however, will depend on the existence of finite dimensional representations or approximations of the hybrid probability distribution.