arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2409.09334eess.SYcs.SYmath.OC
收藏

离散时间非线性随机系统的概率可达性

Probabilistic Reachability of Discrete-Time Nonlinear Stochastic Systems

Zishun Liu, Saber Jafarpour, Yongxin Chen

AI总结:

针对含确定性输入与随机噪声的离散时间非线性系统,提出基于平均矩生成函数的紧概率界,并结合确定性可达性方法构建统一的概率可达集计算框架。

摘要:

本文研究离散时间非线性随机系统的可达性问题。我们的目标是提出一个统一框架,用于在同时存在确定性输入和随机噪声的情况下计算离散时间系统的概率可达集。通过采用适当的分离策略,概率可达集被解耦为确定性可达集与随机噪声的影响。为刻画随机噪声(尤其是 sub-Gaussian 噪声)的影响,我们给出了随机轨迹与其确定性对应轨迹之间距离的概率界。该方法的关键是一种名为 Averaged Moment Generating Function(平均矩生成函数)的新型能量函数,我们利用它给出该距离的高概率界。我们证明,对于一大类离散时间非线性随机系统,该概率界是紧的;对于线性随机动力学,该界是精确的。通过将这一紧概率界与现有的确定性可达性分析方法相结合,我们提出了一个灵活框架,可高效计算随机系统的概率可达集。我们还提供了两个案例研究,将该框架应用于 Lipschitz 界可达性和基于区间的可达性。文中开展了三个数值实验以验证理论结果。

英文摘要:

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both deterministic input and stochastic noise. By adopting a suitable separation strategy, the probabilistic reachable set is decoupled into a deterministic reachable set and the effect of the stochastic noise. To capture the effect of the stochastic noise, in particular sub-Gaussian noise, we provide a probabilistic bound on the distance between a stochastic trajectory and its deterministic counterpart. The key to our approach is a novel energy function called the Averaged Moment Generating Function, which we leverage to provide a high probability bound on this distance. We show that this probabilistic bound is tight for a large class of discrete-time nonlinear stochastic systems and is exact for linear stochastic dynamics. By combining this tight probabilistic bound with the existing methods for deterministic reachability analysis, we propose a flexible framework that can efficiently compute probabilistic reachable sets of stochastic systems. We also provide two case studies for applying our framework to Lipschitz bound reachability and interval-based reachability. Three numerical experiments are conducted to validate the theoretical results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑