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Computing Probabilistic Controlled Invariant Sets
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-2338-5487
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0001-9940-5929
Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore..
2021 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 66, no 7, p. 3138-3151Article in journal (Refereed) Published
Abstract [en]

This article investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets (RCISs), we propose finite-, and infinite-horizon PCISs, and explore their relation to RICSs. We design iterative algorithms to compute the PCIS within a given set. For systems with discrete spaces, the computations of the finite-, and infinite-horizon PCISs at each iteration are based on linear programming, and mixed integer linear programming, respectively. The algorithms are computationally tractable, and terminate in a finite number of steps. For systems with continuous spaces, we show how to discretize the spaces, and prove the convergence of the approximation when computing the finite-horizon PCISs. In addition, it is shown that an infinite-horizon PCIS can be computed by the stochastic backward reachable set from the RCIS contained in it. These PCIS algorithms are applicable to practical control systems. Simulations are given to illustrate the effectiveness of the theoretical results for motion planning.

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 2021. Vol. 66, no 7, p. 3138-3151
Keywords [en]
Markov processes, Probabilistic logic, Control systems, Aerospace electronics, Stochastic systems, Reliability, Probabilistic controlled invariant set (PCIS), reachability analysis, stochastic control systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-298749DOI: 10.1109/TAC.2020.3018438ISI: 000668858300015Scopus ID: 2-s2.0-85112515286OAI: oai:DiVA.org:kth-298749DiVA, id: diva2:1581154
Note

QC 20210719

Available from: 2021-07-19 Created: 2021-07-19 Last updated: 2022-06-25Bibliographically approved

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Gao, YulongJohansson, Karl H.

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