2019/10/23 by Thorpe, Adam J., Sivaramakrishnan, Vignesh, Oishi, Meeko M. K.
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.1910.10818
We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution embeddings to model the stochastic kernel using a data-driven approach. By embedding the dynamics and uncertainty within a reproducing kernel Hilbert space, it becomes possible to compute the safety probabilities for stochastic reachability problems as simple matrix operations and inner products. We employ a convergent approximation technique, random Fourier features, in order to alleviate the increased computational requirements for high-dimensional systems. This technique avoids the curse of dimensionality, and enables the computation of safety probabilities for high-dimensional systems without prior knowledge of the structure of the dynamics or uncertainty. We validate this approach on a double integrator system, and demonstrate its capabilities on a million-dimensional, nonlinear, non-Gaussian, repeated planar quadrotor system.