Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes

We present a method for efficiently computing reachable sets and forward invariant sets for continuous-time systems with dynamics that include unknown components. Our main assumption is that, given any hyperrectangle of states, lower and upper bounds for the unknown components are available. With th...

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Main Authors: Michael Enqi Cao, Matthieu Bloch, Samuel Coogan
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Open Journal of Control Systems
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Online Access:https://ieeexplore.ieee.org/document/9888053/
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author Michael Enqi Cao
Matthieu Bloch
Samuel Coogan
author_facet Michael Enqi Cao
Matthieu Bloch
Samuel Coogan
author_sort Michael Enqi Cao
collection DOAJ
description We present a method for efficiently computing reachable sets and forward invariant sets for continuous-time systems with dynamics that include unknown components. Our main assumption is that, given any hyperrectangle of states, lower and upper bounds for the unknown components are available. With this assumption, the theory of mixed monotone systems allows us to formulate an efficient method for computing a hyperrectangular set that over-approximates the reachable set of the system. We then show a related approach that leads to sufficient conditions for identifying hyperrectangular sets that are forward invariant for the dynamics. We additionally show that set estimates tighten as the bounds on the unknown behavior tighten. Finally, we derive a method for satisfying our main assumption by modeling the unknown components as state-dependent Gaussian processes, providing bounds that are correct with high probability. A key benefit of our approach is to enable tractable computations for systems up to moderately high dimension that are subject to low dimensional uncertainty modeled as Gaussian processes, a class of systems that often appears in practice. We demonstrate our results on several examples, including a case study of a planar multirotor aerial vehicle.
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spelling doaj-art-a618965e950d4478ad03382a3769bb382025-01-09T00:03:09ZengIEEEIEEE Open Journal of Control Systems2694-085X2022-01-01122323610.1109/OJCSYS.2022.32060839888053Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian ProcessesMichael Enqi Cao0https://orcid.org/0000-0002-9520-051XMatthieu Bloch1https://orcid.org/0000-0001-9315-9050Samuel Coogan2https://orcid.org/0000-0003-0495-1535School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA, USASchool of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA, USASchool of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA, USAWe present a method for efficiently computing reachable sets and forward invariant sets for continuous-time systems with dynamics that include unknown components. Our main assumption is that, given any hyperrectangle of states, lower and upper bounds for the unknown components are available. With this assumption, the theory of mixed monotone systems allows us to formulate an efficient method for computing a hyperrectangular set that over-approximates the reachable set of the system. We then show a related approach that leads to sufficient conditions for identifying hyperrectangular sets that are forward invariant for the dynamics. We additionally show that set estimates tighten as the bounds on the unknown behavior tighten. Finally, we derive a method for satisfying our main assumption by modeling the unknown components as state-dependent Gaussian processes, providing bounds that are correct with high probability. A key benefit of our approach is to enable tractable computations for systems up to moderately high dimension that are subject to low dimensional uncertainty modeled as Gaussian processes, a class of systems that often appears in practice. We demonstrate our results on several examples, including a case study of a planar multirotor aerial vehicle.https://ieeexplore.ieee.org/document/9888053/Autonomous systemssafe learning for controlstability of nonlinear systems
spellingShingle Michael Enqi Cao
Matthieu Bloch
Samuel Coogan
Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
IEEE Open Journal of Control Systems
Autonomous systems
safe learning for control
stability of nonlinear systems
title Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
title_full Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
title_fullStr Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
title_full_unstemmed Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
title_short Efficient Learning of Hyperrectangular Invariant Sets Using Gaussian Processes
title_sort efficient learning of hyperrectangular invariant sets using gaussian processes
topic Autonomous systems
safe learning for control
stability of nonlinear systems
url https://ieeexplore.ieee.org/document/9888053/
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