Projects per year
Abstract
This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p.
To compute the set of initial conditions we rely on the moment method that via Haviland's theorem allows an infinite dimensional optimization problem on measures to be formulated as a polynomial optimization problem. Subsequently, the moment sequence is truncated (relaxed) to obtain a finite dimensional polynomial optimization problem. Finally, we provide an illustrative example that shows how the p-safe initial set is computed numerically.
To compute the set of initial conditions we rely on the moment method that via Haviland's theorem allows an infinite dimensional optimization problem on measures to be formulated as a polynomial optimization problem. Subsequently, the moment sequence is truncated (relaxed) to obtain a finite dimensional polynomial optimization problem. Finally, we provide an illustrative example that shows how the p-safe initial set is computed numerically.
Original language | English |
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Book series | I F A C Workshop Series |
Volume | 48 |
Issue number | 27 |
Pages (from-to) | 62-67 |
ISSN | 1474-6670 |
DOIs | |
Publication status | Published - 2015 |
Event | 5th IFAC Conference on Analysis and Design of Hybrid Systems - Atlanta, United States Duration: 14 Oct 2015 → 16 Oct 2015 |
Conference
Conference | 5th IFAC Conference on Analysis and Design of Hybrid Systems |
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Country/Territory | United States |
City | Atlanta |
Period | 14/10/2015 → 16/10/2015 |
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Dive into the research topics of 'Safety Analysis of Stochastic Dynamical Systems'. Together they form a unique fingerprint.Projects
- 2 Finished
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CodeMe: CodeMe - Computer Aided Design Methods for Industrial Automation
Wisniewski, R. & Sloth, C.
01/08/2014 → 31/10/2018
Project: Research
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Smart Control of Energy Distribution Grids over Heterogeneous Communication Networks (SmartC2Net)
Schwefel, H. C., Iov, F., Bak-Jensen, B., Mahat, P., Pillai, J. R., Olsen, R. L., Madsen, T. K., Wisniewski, R., Sloth, C. & Bendtsen, J. D.
01/01/2013 → 31/12/2015
Project: Research