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Efficient Computation of Reachable Sets of Linear Time-Invariant Systems with Inputs Colas Le Guernic Ecole Normale Sup erieure joint work with Antoine Girard Oded Maler University of Pennsylvania VERIMAG March 29, 2006


  1. Efficient Computation of Reachable Sets of Linear Time-Invariant Systems with Inputs Colas Le Guernic ∗ ´ Ecole Normale Sup´ erieure joint work with Antoine Girard ∗ Oded Maler University of Pennsylvania VERIMAG March 29, 2006 ∗ currently at VERIMAG Colas Le Guernic HSCC 2006 – 1 / 20

  2. Motivations Discrete Linear Time Invariant System: Introduction ■ Motivations DLTI x k +1 = Φ x k + u k x 0 ∈ Ω 0 , ∀ i u i ∈ U The wrapping effect A new algorithm Experimental Results Conclusion Colas Le Guernic HSCC 2006 – 2 / 20

  3. Motivations Discrete Linear Time Invariant System: Introduction ■ Motivations DLTI x k +1 = Φ x k + u k x 0 ∈ Ω 0 , ∀ i u i ∈ U The wrapping effect A new algorithm Experimental ◆ Obtained by discretisation of a continuous system Results ◆ Input can take into account errors due to linearisation Conclusion and discretisation Colas Le Guernic HSCC 2006 – 2 / 20

  4. Motivations Discrete Linear Time Invariant System: Introduction ■ Motivations DLTI x k +1 = Φ x k + u k x 0 ∈ Ω 0 , ∀ i u i ∈ U The wrapping effect A new algorithm Experimental ◆ Obtained by discretisation of a continuous system Results ◆ Input can take into account errors due to linearisation Conclusion and discretisation Reachable sets: ■ ◆ Set of points reachable from a specified initial set with the considered dynamic under any possible input ◆ Computation required for safety verification, controller synthesis,. . . Colas Le Guernic HSCC 2006 – 2 / 20

  5. Motivations Discrete Linear Time Invariant System: Introduction ■ Motivations DLTI x k +1 = Φ x k + u k x 0 ∈ Ω 0 , ∀ i u i ∈ U The wrapping effect A new algorithm Experimental ◆ Obtained by discretisation of a continuous system Results ◆ Input can take into account errors due to linearisation Conclusion and discretisation Reachable sets: ■ ◆ Set of points reachable from a specified initial set with the considered dynamic under any possible input ◆ Computation required for safety verification, controller synthesis,. . . We will not detail here how Ω 0 , Φ and U can be obtained from a continuous time system. Colas Le Guernic HSCC 2006 – 2 / 20

  6. DLTI We want to compute the N first sets of the sequence defined by: Introduction Motivations DLTI Ω n +1 = ΦΩ n ⊕ U The wrapping effect A new algorithm Experimental Ω 0 is the set of initial points ■ Results U is the set of inputs ■ Conclusion Φ is a d × d matrix ■ ⊕ is the Minkowski sum ■ A ⊕ B = { a + b | a ∈ A and b ∈ B } = ⊕ Colas Le Guernic HSCC 2006 – 3 / 20

  7. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  8. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  9. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ Colas Le Guernic HSCC 2006 – 4 / 20

  10. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  11. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

  12. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  13. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

  14. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  15. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

  16. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  17. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

  18. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  19. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

  20. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Colas Le Guernic HSCC 2006 – 4 / 20

  21. A naive algorithm Direct use of the recurence relation: Introduction The wrapping effect A naive algorithm Ω n +1 = ΦΩ n ⊕ U Usual Solution: Approximation Tight approximation For that, we need a class of sets closed under linear Example transformation and Minkowski sum, for example: convex A new algorithm polytopes represented by their vertices. Experimental Results But: Conclusion Φ ⊕ Colas Le Guernic HSCC 2006 – 4 / 20

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