Probabilistic Reachable Set Estimation for Saturated Systems with Unbounded Additive Disturbances
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866908511010553856 |
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| author | Karam, Carlo Tacchi-Bénard, Matteo Fiacchini, Mirko |
| author_facet | Karam, Carlo Tacchi-Bénard, Matteo Fiacchini, Mirko |
| contents | In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of the saturated error dynamics that allows us to tightly bound its evolution and therefore construct accurate reachable sets. The proposed approach is applicable to independent, zero mean disturbances with a known covariance. A numerical example illustrates the applicability and effectiveness of the proposed design. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_03443 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Probabilistic Reachable Set Estimation for Saturated Systems with Unbounded Additive Disturbances Karam, Carlo Tacchi-Bénard, Matteo Fiacchini, Mirko Optimization and Control Systems and Control In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of the saturated error dynamics that allows us to tightly bound its evolution and therefore construct accurate reachable sets. The proposed approach is applicable to independent, zero mean disturbances with a known covariance. A numerical example illustrates the applicability and effectiveness of the proposed design. |
| title | Probabilistic Reachable Set Estimation for Saturated Systems with Unbounded Additive Disturbances |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2504.03443 |