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Geir E. Dullerud

Publications and source records attributed to Geir E. Dullerud.

8 recordsLinked to original sources

Finite Sample Identification of Analytic Nonlinear Systems

This paper studies the identification of linearly parameterized nonlinear (LPN) systems. Although LPN systems share the same linear parameterization structure as linear systems, they are more challenging to identify. In particular, previous work has shown, through a counterexample based on a piecewise-affine system, that non-active exploration is generally insufficient for LPN system identification. In this paper, we consider LPN systems with real-analytic feature functions. We show that non-active exploration is sufficient for the identification of this class of systems by establishing non-asymptotic convergence rates of least-squares estimation and set-membership estimation. In addition, we provide counterexamples to show that non-active exploration may not be sufficient for system identification for non-real-analytic systems, even if those systems are infinitely differentiable. We present numerical experiments to further support and validate our theoretical results.

eess.SY

Convergence of Gradient-based MAML in LQR

The main objective of this research paper is to investigate the local convergence characteristics of Model-agnostic Meta-learning (MAML) when applied to linear system quadratic optimal control (LQR). MAML and its variations have become popular techniques for quickly adapting to new tasks by leveraging previous learning knowledge in areas like regression, classification, and reinforcement learning. However, its theoretical guarantees remain unknown due to non-convexity and its structure, making it even more challenging to ensure stability in the dynamic system setting. This study focuses on exploring MAML in the LQR setting, providing its local convergence guarantees while maintaining the stability of the dynamical system. The paper also presents simple numerical results to demonstrate the convergence properties of MAML in LQR tasks.

eess.SY

Statistical Verification of Traffic Systems with Expected Differential Privacy

Traffic systems are multi-agent cyber-physical systems whose performance is closely related to human welfare. They work in open environments and are subject to uncertainties from various sources, making their performance hard to verify by traditional model-based approaches. Alternatively, statistical model checking (SMC) can verify their performance by sequentially drawing sample data until the correctness of a performance specification can be inferred with desired statistical accuracy. This work aims to verify traffic systems with privacy, motivated by the fact that the data used may include personal information (e.g., daily itinerary) and get leaked unintendedly by observing the execution of the SMC algorithm. To formally capture data privacy in SMC, we introduce the concept of expected differential privacy (EDP), which constrains how much the algorithm execution can change in the expectation sense when data change. Accordingly, we introduce an exponential randomization mechanism for the SMC algorithm to achieve the EDP. Our case study on traffic intersections by Vissim simulation shows the high accuracy of SMC in traffic model verification without significantly sacrificing computing efficiency. The case study also shows EDP successfully bounding the algorithm outputs to guarantee privacy.

cs.CR

Differentially Private Algorithms for Statistical Verification of Cyber-Physical Systems

Statistical model checking is a class of sequential algorithms that can verify specifications of interest on an ensemble of cyber-physical systems (e.g., whether 99% of cars from a batch meet a requirement on their energy efficiency). These algorithms infer the probability that given specifications are satisfied by the systems with provable statistical guarantees by drawing sufficient numbers of independent and identically distributed samples. During the process of statistical model checking, the values of the samples (e.g., a user's car energy efficiency) may be inferred by intruders, causing privacy concerns in consumer-level applications (e.g., automobiles and medical devices). This paper addresses the privacy of statistical model checking algorithms from the point of view of differential privacy. These algorithms are sequential, drawing samples until a condition on their values is met. We show that revealing the number of the samples drawn can violate privacy. We also show that the standard exponential mechanism that randomizes the output of an algorithm to achieve differential privacy fails to do so in the context of sequential algorithms. Instead, we relax the conservative requirement in differential privacy that the sensitivity of the output of the algorithm should be bounded to any perturbation for any data set. We propose a new notion of differential privacy which we call expected differential privacy. Then, we propose a novel expected sensitivity analysis for the sequential algorithm and proposed a corresponding exponential mechanism that randomizes the termination time to achieve the expected differential privacy. We apply the proposed mechanism to statistical model checking algorithms to preserve the privacy of the samples they draw. The utility of the proposed algorithm is demonstrated in a case study.

cs.LG

Verifying Stochastic Hybrid Systems with Temporal Logic Specifications via Model Reduction

We present a scalable methodology to verify stochastic hybrid systems. Using the Mori-Zwanzig reduction method, we construct a finite state Markov chain reduction of a given stochastic hybrid system and prove that this reduced Markov chain is approximately equivalent to the original system in a distributional sense. Approximate equivalence of the stochastic hybrid system and its Markov chain reduction means that analyzing the Markov chain with respect to a suitably strengthened property, allows us to conclude whether the original stochastic hybrid system meets its temporal logic specifications. We present the first statistical model checking algorithms to verify stochastic hybrid systems against correctness properties, expressed in the linear inequality linear temporal logic (iLTL) or the metric interval temporal logic (MITL).

math.OC

Statistically Model Checking PCTL Specifications on Markov Decision Processes via Reinforcement Learning

Probabilistic Computation Tree Logic (PCTL) is frequently used to formally specify control objectives such as probabilistic reachability and safety. In this work, we focus on model checking PCTL specifications statistically on Markov Decision Processes (MDPs) by sampling, e.g., checking whether there exists a feasible policy such that the probability of reaching certain goal states is greater than a threshold. We use reinforcement learning to search for such a feasible policy for PCTL specifications, and then develop a statistical model checking (SMC) method with provable guarantees on its error. Specifically, we first use upper-confidence-bound (UCB) based Q-learning to design an SMC algorithm for bounded-time PCTL specifications, and then extend this algorithm to unbounded-time specifications by identifying a proper truncation time by checking the PCTL specification and its negation at the same time. Finally, we evaluate the proposed method on case studies.

cs.LG

Controller Synthesis with Inductive Proofs for Piecewise Linear Systems: an SMT-based Algorithm

We present a controller synthesis algorithm for reach-avoid problems for piecewise linear discrete-time systems. Our algorithm relies on SMT solvers and in this paper we focus on piecewise constant control strategies. Our algorithm generates feedback control laws together with inductive proofs of unbounded time safety and progress properties with respect to the reach-avoid sets. Under a reasonable robustness assump- tion, the algorithm is shown to be complete. That is, it either generates a controller of the above type along with a proof of correctness, or it establishes the impossibility of the existence of such controllers. To achieve this, the algorithm iteratively attempts to solve a weakened and strengthened versions of the SMT encoding of the reach-avoid problem. We present preliminary experimental results on applying this algorithm based on a prototype implementation.

eess.SY

Localized Optimal Control of Spatiotemporal Chaos

A linear output feedback control scheme is developed for a coupled map lattice system. H-infinity control theory is used to make the scheme local: both the collection of information and the feedback are implemented through an array of locally coupled control sites. Robustness properties of the control scheme are discussed.

chao-dyn