By Topic

Finite-Time Regional Verification of Stochastic Nonlinear Systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$15 $15
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)

Recent trends pushing robots into unstructured environments with limited sensors have motivated considerable work on planning under uncertainty and stochastic optimal control, but these methods typically do not provide guaranteed performance. Here we consider the problem of bounding the probability of failure (defined as leaving a finite region of state space) over a finite time for stochastic nonlinear systems with continuous state. Our approach searches for exponential barrier functions that provide bounds using a variant of the classical supermartingale result. We provide a relaxation of this search to a semidefinite program, yielding an efficient algorithm that provides rigorous upper bounds on the probability of failure for the original nonlinear system. We give a number of numerical examples in both discrete and continuous time that demonstrate the effectiveness of the approach.