Mean Value Form Enclosures for Nonlinear Reachability Analysis

This paper presents a new method for computing time-varying enclosures of the reachable sets of nonlinear systems subject to bounded uncertainties, which has applications in set-based state estimation, fault detection, robust control, etc. Interval reachability methods based on differential inequalities (DI) are desirable in these applications due to their high efficiency, but they often produce extremely conservative bounds. Here, we extend the DI approach to compute tighter enclosures using the so-called mean value form, which is widely used to mitigate the conservatism of interval methods in non-dynamic settings. This method is shown to be much more accurate than interval DI and more efficient than a related approach using Taylor models for a challenging case study.

[1]  Alexandre M. Bayen,et al.  A time-dependent Hamilton-Jacobi formulation of reachable sets for continuous dynamic games , 2005, IEEE Transactions on Automatic Control.

[2]  M. Stadtherr,et al.  Validated solutions of initial value problems for parametric ODEs , 2007 .

[3]  Benoît Chachuat,et al.  Branch-and-Lift Algorithm for Deterministic Global Optimization in Nonlinear Optimal Control , 2014, J. Optim. Theory Appl..

[4]  Benoît Chachuat,et al.  A validated integration algorithm for nonlinear ODEs using Taylor models and ellipsoidal calculus , 2013, 52nd IEEE Conference on Decision and Control.

[5]  Richard D. Braatz,et al.  Constrained zonotopes: A new tool for set-based estimation and fault detection , 2016, Autom..

[6]  Sharad Bhartiya,et al.  Adaptive robust model predictive control of nonlinear systems using tubes based on interval inclusions , 2014, 53rd IEEE Conference on Decision and Control.

[7]  Joseph K. Scott Reachability analysis and deterministic global optimization of differential-algebraic systems , 2012 .

[8]  A. Neumaier Interval methods for systems of equations , 1990 .

[9]  Paul I. Barton,et al.  Bounds on reachable sets using ordinary differential equations with linear programs embedded , 2016, IMA J. Math. Control. Inf..

[10]  D. Limón,et al.  Robust MPC of constrained nonlinear systems based on interval arithmetic , 2005 .

[11]  Paul I. Barton,et al.  Reachability Analysis and Deterministic Global Optimization of DAE Models , 2015 .

[12]  Paul I. Barton,et al.  Efficient polyhedral enclosures for the reachable set of nonlinear control systems , 2016, Math. Control. Signals Syst..

[13]  Matthias Althoff,et al.  Reachability Analysis of Nonlinear Differential-Algebraic Systems , 2014, IEEE Transactions on Automatic Control.

[14]  Paul I. Barton,et al.  Affine relaxations for the solutions of constrained parametric ordinary differential equations , 2018 .

[15]  Paul I. Barton,et al.  Bounds on the reachable sets of nonlinear control systems , 2013, Autom..

[16]  Benoît Chachuat,et al.  Unified framework for the propagation of continuous-time enclosures for parametric nonlinear ODEs , 2015, J. Glob. Optim..

[17]  Richard D. Braatz,et al.  Closed-loop input design for guaranteed fault diagnosis using set-valued observers , 2016, Autom..

[18]  Kai Shen,et al.  Rapid and accurate reachability analysis for nonlinear dynamic systems by exploiting model redundancy , 2017, Comput. Chem. Eng..

[19]  Jean-Luc Gouzé,et al.  Near optimal interval observers bundle for uncertain bioreactors , 2007 .

[20]  Benoît Chachuat,et al.  Sensitivity Analysis of Uncertain Dynamic Systems Using Set-Valued Integration , 2017, SIAM J. Sci. Comput..

[21]  Kai Shen,et al.  Tight Reachability Bounds for Nonlinear Systems Using Nonlinear and Uncertain Solution Invariants , 2018, 2018 Annual American Control Conference (ACC).

[22]  Y. Candau,et al.  Set membership state and parameter estimation for systems described by nonlinear differential equations , 2004, Autom..