论文标题

通过Carleman线性化对多项式系统的瞬间传播,以进行概率安全分析

Moment Propagation of Polynomial Systems Through Carleman Linearization for Probabilistic Safety Analysis

论文作者

Pruekprasert, Sasinee, Dubut, Jérémy, Takisaka, Toru, Eberhart, Clovis, Cetinkaya, Ahmet

论文摘要

我们开发了一种近似离散时间随机多项式系统的矩的方法。我们的方法是基于卡尔曼(Carleman)线性化的截断。具体而言,我们采用一个有限多状态的随机多项式系统,并将其转换为具有线性确定性动力学的无限二维系统,该系统描述了原始多项式系统的矩的确切演变。然后,我们截断了该确定性系统以获得有限维线性系统,并通过迭代地沿时间沿着有限维线性的线性动力学沿矩矩传递矩近似。我们为此传播方案提供有效的在线计算方法,并具有近似值的几个错误界限。我们的结果还表明,当截短的系统足够大时,可以在给定时间步长的某些矩的精确值获得。此外,我们研究了使用降低的Kronecker功率来减少离线计算负载的技术。根据获得的大约矩及其错误,我们还提供了对某些给定概率结合的安全区域。这些界限使我们能够通过凸优化在线进行概率安全分析。我们在具有随机动力学的逻辑图上演示了我们的结果,并且会受到随机干扰的影响。

We develop a method to approximate the moments of a discrete-time stochastic polynomial system. Our method is built upon Carleman linearization with truncation. Specifically, we take a stochastic polynomial system with finitely many states and transform it into an infinite-dimensional system with linear deterministic dynamics, which describe the exact evolution of the moments of the original polynomial system. We then truncate this deterministic system to obtain a finite-dimensional linear system, and use it for moment approximation by iteratively propagating the moments along the finite-dimensional linear dynamics across time. We provide efficient online computation methods for this propagation scheme with several error bounds for the approximation. Our results also show that precise values of certain moments at a given time step can be obtained when the truncated system is sufficiently large. Furthermore, we investigate techniques to reduce the offline computation load using reduced Kronecker power. Based on the obtained approximate moments and their errors, we also provide hyperellipsoidal regions that are safe for some given probability bound. Those bounds allow us to conduct probabilistic safety analysis online through convex optimization. We demonstrate our results on a logistic map with stochastic dynamics and a vehicle dynamics subject to stochastic disturbance.

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