Formal Verification and Control of Discrete-time Stochastic Systems

Formal Verification and Control of Discrete-time Stochastic Systems PDF Author: Morteza M. Lahijanian
Publisher:
ISBN:
Category :
Languages : en
Pages : 284

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Book Description
Abstract: This thesis establishes theoretical and computational frameworks for formal verification and control synthesis for discrete-time stochastic systems. Given a temporal logic specification, the system is analyzed to determine the probability that the specification is achieved, and an input law is automatically generated to maximize this probability. The approach consists of three main steps: constructing an abstraction of the stochastic system as a finite Markov model, mapping the given specification onto this abstraction, and finding a control policy to maximize the probability of satisfying the specification. The framework uses Probabilistic Computation Tree Logic (PCTL) as the specification language. The verification and synthesis algorithms are inspired by the field of probabilistic model checking. In abstraction, a method for the computation of the exact transition probability bounds between the regions of interest in the domain of the stochastic system is first developed. These bounds are then used to construct an Interval-valued Markov Chain (IMC) or a Bounded-parameter Markov Decision Process (BMDP) abstraction for the system. Then, a representative transition probability is used to construct an approximating Markov chain (MC) for the stochastic system. The exact bound of the approximation error and an explicit expression for its growth over time are derived. To achieve a desired error value, an adaptive refinement algorithm that takes advantage of the linear dynamics of the system is employed.To verify the properties of the continuous domain stochastic system against a finite-time PCTL specification, IMC and BMDP verification algorithms are designed. These algorithms have low computational complexity and are inspired by the MC model checking algorithms. The low computational complexity is achieved by over approximating the probabilities of satisfaction. To increase the precision of the method, two adaptive refinement procedures are proposed. Furthermore, a method of generating the control strategy that maximizes the probability of satisfaction of a PCTL specification for Markov Decision Processes (MDPs) is developed. Through a similar method, a formal synthesis framework is constructed for continuous domain stochastic systems by utilizing their BMDP abstractions. These methodologies are then applied in robotics applications as a means of automatically deploying a mobile robot subject to noisy sensors and actuators from PCTL specifications. This technique is demonstrated through simulation and experimental case studies of deployment of a robot in an indoor environment. The contributions of the thesis include verification and synthesis frameworks for discrete time stochastic linear systems, abstraction schemes for stochastic systems to MCs, IMCs, and BMDPs, model checking algorithms with low computational complexity for IMCs and BMDPs against finite-time PCTL formulas, synthesis algorithms for Markov Decision Processes (MDPs) from PCTL formulas, and a computational framework for automatic deployment of a mobile robot from PCTL specifications. The approaches were validated by simulations and experiments. The algorithms and techniques in this thesis help to make discrete-time stochastic systems a more useful and effective class of models for analysis and control of real world systems.

Formal Verification and Control of Discrete-time Stochastic Systems

Formal Verification and Control of Discrete-time Stochastic Systems PDF Author: Morteza M. Lahijanian
Publisher:
ISBN:
Category :
Languages : en
Pages : 284

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Book Description
Abstract: This thesis establishes theoretical and computational frameworks for formal verification and control synthesis for discrete-time stochastic systems. Given a temporal logic specification, the system is analyzed to determine the probability that the specification is achieved, and an input law is automatically generated to maximize this probability. The approach consists of three main steps: constructing an abstraction of the stochastic system as a finite Markov model, mapping the given specification onto this abstraction, and finding a control policy to maximize the probability of satisfying the specification. The framework uses Probabilistic Computation Tree Logic (PCTL) as the specification language. The verification and synthesis algorithms are inspired by the field of probabilistic model checking. In abstraction, a method for the computation of the exact transition probability bounds between the regions of interest in the domain of the stochastic system is first developed. These bounds are then used to construct an Interval-valued Markov Chain (IMC) or a Bounded-parameter Markov Decision Process (BMDP) abstraction for the system. Then, a representative transition probability is used to construct an approximating Markov chain (MC) for the stochastic system. The exact bound of the approximation error and an explicit expression for its growth over time are derived. To achieve a desired error value, an adaptive refinement algorithm that takes advantage of the linear dynamics of the system is employed.To verify the properties of the continuous domain stochastic system against a finite-time PCTL specification, IMC and BMDP verification algorithms are designed. These algorithms have low computational complexity and are inspired by the MC model checking algorithms. The low computational complexity is achieved by over approximating the probabilities of satisfaction. To increase the precision of the method, two adaptive refinement procedures are proposed. Furthermore, a method of generating the control strategy that maximizes the probability of satisfaction of a PCTL specification for Markov Decision Processes (MDPs) is developed. Through a similar method, a formal synthesis framework is constructed for continuous domain stochastic systems by utilizing their BMDP abstractions. These methodologies are then applied in robotics applications as a means of automatically deploying a mobile robot subject to noisy sensors and actuators from PCTL specifications. This technique is demonstrated through simulation and experimental case studies of deployment of a robot in an indoor environment. The contributions of the thesis include verification and synthesis frameworks for discrete time stochastic linear systems, abstraction schemes for stochastic systems to MCs, IMCs, and BMDPs, model checking algorithms with low computational complexity for IMCs and BMDPs against finite-time PCTL formulas, synthesis algorithms for Markov Decision Processes (MDPs) from PCTL formulas, and a computational framework for automatic deployment of a mobile robot from PCTL specifications. The approaches were validated by simulations and experiments. The algorithms and techniques in this thesis help to make discrete-time stochastic systems a more useful and effective class of models for analysis and control of real world systems.

Formal Methods for Discrete-Time Dynamical Systems

Formal Methods for Discrete-Time Dynamical Systems PDF Author: Calin Belta
Publisher: Springer
ISBN: 331950763X
Category : Technology & Engineering
Languages : en
Pages : 291

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Book Description
This book bridges fundamental gaps between control theory and formal methods. Although it focuses on discrete-time linear and piecewise affine systems, it also provides general frameworks for abstraction, analysis, and control of more general models. The book is self-contained, and while some mathematical knowledge is necessary, readers are not expected to have a background in formal methods or control theory. It rigorously defines concepts from formal methods, such as transition systems, temporal logics, model checking and synthesis. It then links these to the infinite state dynamical systems through abstractions that are intuitive and only require basic convex-analysis and control-theory terminology, which is provided in the appendix. Several examples and illustrations help readers understand and visualize the concepts introduced throughout the book.

Optimal Control of Discrete Time Stochastic Systems

Optimal Control of Discrete Time Stochastic Systems PDF Author: C. Striebel
Publisher: Springer
ISBN: 3642454704
Category : Business & Economics
Languages : en
Pages : 215

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Book Description


Discrete-time Stochastic Systems

Discrete-time Stochastic Systems PDF Author: Torsten Söderström
Publisher: Springer Science & Business Media
ISBN: 1447101014
Category : Mathematics
Languages : en
Pages : 387

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Book Description
This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

Stochastic Hybrid Systems

Stochastic Hybrid Systems PDF Author: Christos G. Cassandras
Publisher: CRC Press
ISBN: 1420008544
Category : Technology & Engineering
Languages : en
Pages : 300

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Book Description
Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Formal Modeling and Analysis of Timed Systems

Formal Modeling and Analysis of Timed Systems PDF Author: Sergiy Bogomolov
Publisher: Springer Nature
ISBN: 3031158393
Category : Computers
Languages : en
Pages : 315

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Book Description
This book constitutes the refereed proceedings of the 20th International Conference on Formal Modeling and Analysis of Timed Systems, FORMATS 2022, held in Warsaw, Poland, in September 2022. The 12 full papers together with 2 short papers that were carefully reviewed and selected from 30 submissions are presented in this volume with 3 full-length papers associated with invited/anniversary talks. The papers focus on topics such as modelling, design and analysis of timed computational systems. The conference aims in real-time issues in hardware design, performance analysis, real-time software, scheduling, semantics and verification of real-timed, hybrid and probabilistic systems.

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems PDF Author: Vasile Dragan
Publisher: Springer Science & Business Media
ISBN: 1441906304
Category : Mathematics
Languages : en
Pages : 349

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Book Description
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Formal Verification and Control of Stochastic Hybrid Systems: Model-based and Data-driven Techniques

Formal Verification and Control of Stochastic Hybrid Systems: Model-based and Data-driven Techniques PDF Author: Ameneh Nejati
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description


NASA Formal Methods

NASA Formal Methods PDF Author: Aaron Dutle
Publisher: Springer
ISBN: 3319779354
Category : Computers
Languages : en
Pages : 481

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Book Description
This book constitutes the proceedings of the 10th International Symposium on NASA Formal Methods, NFM 2018, held in Newport News, VA, USA, in April 2018. The 24 full and 7 short papers presented in this volume were carefully reviewed and selected from 92 submissions. The papers focus on formal techniques and other approaches for software assurance, their theory, current capabilities and limitations, as well as their potential application to aerospace, robotics, and other NASA-relevant safety-critical systems during all stages of the software life-cycle.

NASA Formal Methods

NASA Formal Methods PDF Author: Jyotirmoy V. Deshmukh
Publisher: Springer Nature
ISBN: 3031067738
Category : Computers
Languages : en
Pages : 848

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Book Description
This book constitutes the proceedings of the 14th International Symposium on NASA Formal Methods, NFM 2022, held in Pasadena, USA, during May 24-27, 2022. The 33 full and 6 short papers presented in this volume were carefully reviewed and selected from 118submissions. The volume also contains 6 invited papers. The papers deal with advances in formal methods, formal methods techniques, and formal methods in practice. The focus on topics such as interactive and automated theorem proving; SMT and SAT solving; model checking; use of machine learning and probabilistic reasoning in formal methods; formal methods and graphical modeling languages such as SysML or UML; usability of formal method tools and application in industry, etc.