A data-driven approach for safety quantification of non-linear stochastic systems with unknown additive noise distribution
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arXiv
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| Autores principales: | , , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866916429065879552 |
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| author | Mathiesen, Frederik Baymler Romao, Licio Calvert, Simeon C. Laurenti, Luca Abate, Alessandro |
| author_facet | Mathiesen, Frederik Baymler Romao, Licio Calvert, Simeon C. Laurenti, Luca Abate, Alessandro |
| contents | In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the state space for a given time horizon and, to quantify it, we present an approach based on Stochastic Barrier Functions (SBFs). In particular, we introduce an inner approximation of the stochastic program to design a SBF in terms of a chance-constrained optimisation problem, which allows us to leverage the scenario approach theory to design a SBF from samples of the system with Probably Approximately Correct (PAC) guarantees. Our approach leads to tractable, robust linear programs, which enable us to assert safety for non-linear models that were otherwise deemed infeasible with existing methods. To further mitigate the computational complexity of our approach, we exploit the structure of the system dynamics and rely on spatial data structures to accelerate the construction and solution of the underlying optimisation problem. We show the efficacy and validity of our framework in several benchmarks, showing that our approach can obtain substantially tighter certificates compared to state-of-the-art with a confidence that is several orders of magnitude higher. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_06662 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A data-driven approach for safety quantification of non-linear stochastic systems with unknown additive noise distribution Mathiesen, Frederik Baymler Romao, Licio Calvert, Simeon C. Laurenti, Luca Abate, Alessandro Systems and Control In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the state space for a given time horizon and, to quantify it, we present an approach based on Stochastic Barrier Functions (SBFs). In particular, we introduce an inner approximation of the stochastic program to design a SBF in terms of a chance-constrained optimisation problem, which allows us to leverage the scenario approach theory to design a SBF from samples of the system with Probably Approximately Correct (PAC) guarantees. Our approach leads to tractable, robust linear programs, which enable us to assert safety for non-linear models that were otherwise deemed infeasible with existing methods. To further mitigate the computational complexity of our approach, we exploit the structure of the system dynamics and rely on spatial data structures to accelerate the construction and solution of the underlying optimisation problem. We show the efficacy and validity of our framework in several benchmarks, showing that our approach can obtain substantially tighter certificates compared to state-of-the-art with a confidence that is several orders of magnitude higher. |
| title | A data-driven approach for safety quantification of non-linear stochastic systems with unknown additive noise distribution |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2410.06662 |