Closed-Loop Statistical Verification of Stochastic Nonlinear Systems Subject to Parametric Uncertainties
Author(s)Quindlen, John F.; Topcu, Ufuk; Chowdhary, Girish; How, Jonathan P.
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© 2018 AACC. This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the proposed framework constructs a GP regression model and predicts the system's performance over the entire set of possible uncertainties. Included in the framework is a new metric to estimate the confidence in those predictions based on the variance of the GP's cumulative distribution function. This variance-based metric forms the basis of active sampling algorithms that aim to minimize prediction error through careful selection of simulations. In three case studies, the new active sampling algorithms demonstrate up to a 35% improvement in prediction error over other approaches and are able to correctly identify regions with low prediction confidence through the variance metric.
Institute of Electrical and Electronics Engineers (IEEE)
Quindlen, John F., Topcu, Ufuk, Chowdhary, Girish and How, Jonathan P. 2018. "Closed-Loop Statistical Verification of Stochastic Nonlinear Systems Subject to Parametric Uncertainties."