Verification and Control for Finite-Time Safety of Stochastic Systems via Barrier Functions

This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite time horizon. We use stochastic barrier functions as a means to quantify the probability that a system exits a given safe region of the state space in finite time. A barrier certificate condition that b...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2019-05
Main Authors: Santoyo, Cesar, Dutreix, Maxence, Coogan, Samuel
Format: Article
Language:English
Subjects:
Feedback control
Markov analysis
Mathematical analysis
Numerical analysis
Optimization
Polynomials
Probability theory
Safety
State feedback
Stochastic systems
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite time horizon. We use stochastic barrier functions as a means to quantify the probability that a system exits a given safe region of the state space in finite time. A barrier certificate condition that bounds the infinitesimal generator of the system, and hence bounds the expected value of the barrier function over the time horizon, is recast as a sum-of-squares optimization problem for efficient numerical computation. Unlike prior works, the proposed certificate condition includes a state-dependent bound on the infinitesimal generator, allowing for tighter probability bounds. Moreover, for stochastic systems for which the drift dynamics are affine-in-control, we propose a method for synthesizing polynomial state feedback controllers that achieve a specified probability of safety. Two case studies are presented that benchmark and illustrate the performance of our method.
ISSN:2331-8422