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Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

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Page 1: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

Chess ReviewOctober 4, 2006Alexandria, VA

Edited and presented by

Hybrid Systems:Theoretical ContributionsPart I

Shankar SastryUC Berkeley

Page 2: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 2

Broad Theory Contributions: Samples

• Sastry’s group: Defined and set the agenda of the following sub-fields– Stochastic Hybrid Systems– Category Theoretic View of Hybrid Systems,– State Estimation of Partially Observable Hybrid Systems

• Tomlin’s group: Developed new mathematics for– Safe set calculations and approximations,– Estimation of hybrid systems

• Sangiovanni’s group defined– “Intersection based composition”-model as common

fabric for metamodeling, – Contracts and contract algebra + refinement relation for

assumptions/promises-based design in metamodel

Page 3: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 3

Quantitative Verification for Discrete-Time Stochastic Hybrid Systems (DTSHS)

• Stochastic hybrid systems (SHS) can model uncertain dynamics and stochastic interactions that arise in many systems

• Quantitative verification problem: – What is the probability with which the system

can reach a set during some finite time horizon?

– (If possible), select a control input to ensure that the system remains outside the set with sufficiently high probability

– When the set is unsafe, find the maximal safe sets corresponding to different safety levels

[Abate, Amin, Prandini, Lygeros, Sastry] HSCC 2006

Page 4: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 4

Qualitative vs. Quantitative Verification

System is safe System is unsafe

System is safe with probability 1.0

System is unsafe with probability ε

Qualitative Verification

Quantitative Verification

Page 5: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 8

Reachability as Safety Specification

Page 6: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 9

Computation of Optimal Reach Probability

Page 7: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 10

Room Heating Benchmark

38'-6"

17

'-6"

4'-3"

6'-4

3/8

"

22'-6"

5'-1

1 3

/16"11'-9"

17'-1

1 3

/16"

23

'-1

0 3

/8"

5'-0"

2'-6

"

6 ft. x 3 ft.

5'-0

"

Temperature sensors

Room 1 Room 2

Heater

Two Room One Heater Example • Temperature in two rooms is controlled by one heater. Safe set for both rooms is 20 – 25 (0F)

• Goal is to keep the temperatures within corresponding safe sets with a high probability

• SHS model– Two continuous states:– Three modes: OFF, ON (Room 1),

ON (Room 2)– Continuous evolution in mode ON

(Room 1)

– Mode switches defined by controlled Markov chain with seven discrete actions:

)())}()(())(({)()1(

)(}))()(())(({)()1(

2212122

11121111

kntkxkxkxxkxkx

kntkkxkxkxxkxkx

ca

ca

(Do Nothing, Rm 1->Rm2, Rm 2-Rm 1, Rm 1-> Rm 3, Rm 3->Rm1, Rm 2-Rm 3, Rm 3-> Rm 2)

Page 8: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 11

Probabilistic Maximal Safe Sets for Room Heating Benchmark (for initial mode OFF)

202522.520

25

22.5

Temperature in Room 1

Tem

pera

ture

in

Room

2

Starting from this initial condition in OFF mode and following optimal control law, it is guaranteed that system will remain in the safe set (20,25)×(20,25)0F with probability at least 0.9 for 150 minutes

Note: The spatial discretization is 0.250F, temporal discretization is 1 min and time horizon is 150 minutes

Page 9: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 12

Optimal Control Actions for Room Heating Benchmark (for initial mode OFF)

Page 10: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 13

More Results

• Alternative interpretation– Problem of keeping the state of DTSHS outside some

pre-specified “unsafe” set by selecting suitable feedback control law can be formulated as a optimal control problem with “max”-cost function

– Value functions for “max”-cost case can be expressed in terms of value functions for “multiplicative”-cost case

• Time varying safe set specification can be incorporated within the current framework

• Extension to infinite-horizon setting and convergence of optimal control law to stationary policy is also addressed

[Abate, Amin, Prandini, Lygeros, Sastry] CDC2006

Page 11: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 14

Future Work

• Within the current setup– Sufficiency of Markov policies– Randomized policies, partial information case– Interpretation as killed Markov chain– Distributed dynamic programming techniques

• Extensions to continuous time setup– Discrete time controlled SHS as stochastic

approx. of general continuous time controlled SHS

• Embedding performance in the problem setup

• Extensions to game theoretic setting

Page 12: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

Chess ReviewOctober 4, 2006Alexandria, VA

Edited and presented by

A Categorical Theory of Hybrid Systems

Aaron Ames

Page 13: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 16

Motivation and Goal

• Hybrid systems represent a great increase in complexity over their continuous and discrete counterparts

• A new and more sophisticated theory is needed to describe these systems: categorical hybrid systems theory– Reformulates hybrid systems categorically so that

they can be more easily reasoned about– Unifies, but clearly separates, the discrete and

continuous components of a hybrid system– Arbitrary non-hybrid objects can be generalized to a

hybrid setting– Novel results can be established

Page 14: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 17

Hybrid Category Theory: Framework

• One begins with:– A collection of “non-hybrid” mathematical objects– A notion of how these objects are related to one

another (morphisms between the objects)• Example: vector spaces, manifolds

• Therefore, the non-hybrid objects of interest form a category,

• Example:

• The objects being considered can be “hybridized” by considering a small category (or “graph”) together with a functor (or “function”):

– is the “discrete” component of the hybrid system– is the “continuous” component

• Example: hybrid vector space hybrid manifold

TT = Vect; T = Man;

TD

D

S : D ! T

S : D ! Vect,S : D ! Man.

Page 15: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 18

Applications

• The categorical framework for hybrid systems has been applied to:– Geometric Reduction

• Generalizing to a hybrid setting

– Bipedal robotic walkers• Constructing control laws that result in walking in

three-dimensions

– Zeno detection • Sufficient conditions for the existence of Zeno

behavior

Page 16: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 19

Applications

– Geometric Reduction• Generalizing to a hybrid setting

– Bipedal robotic walkers• Constructing control laws that result in walking in

three-dimensions

– Zeno detection • Sufficient conditions for the existence of Zeno

behavior

Page 17: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 20

Hybrid Reduction: Motivation

• Reduction decreases the dimensionality of a system with symmetries– Circumvents the “curse of dimensionality”– Aids in the design, analysis and control of systems– Hybrid systems are hard—reduction is more important!

Page 18: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 21

Hybrid Reduction: Motivation

• Problem: – There are a multitude of mathematical objects needed

to carry out classical (continuous) reduction– How can we possibly generalization?

• Using the notion of a hybrid object over a category, all of these objects can be easily hybridized

• Reduction can be generalized to a hybrid setting

Page 19: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 22

Hybrid Reduction Theorem

Page 20: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 23

Applications

– Geometric Reduction• Generalizing to a hybrid setting

– Bipedal robotic walkers• Constructing control laws that result in walking in

three-dimensions

– Zeno detection • Sufficient conditions for the existence of Zeno

behavior

Page 21: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 24

Bipedal Robots and Geometric Reduction

• Bipedal robotic walkers are naturally modeled as hybrid systems

• The hybrid geometric reduction theorem is used to construct walking gaits in three dimensions given walking gaits in two dimensions

Page 22: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 25

Goal

Page 23: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 26

How to Walk in Four Easy Steps

Page 24: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 27

Simulations

Page 25: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 28

Applications

– Geometric Reduction• Generalizing to a hybrid setting

– Bipedal robotic walkers• Constructing control laws that result in walking in

three-dimensions

– Zeno detection • Sufficient conditions for the existence of Zeno

behavior

Page 26: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 29

Zeno Behavior and Mechanical Systems

• Mechanical systems undergoing impacts are naturally modeled as hybrid systems– The convergent behavior of these systems is often of

interest– This convergence may not be to ``classical'' notions of

equilibrium points– Even so, the convergence can be important– Simulating these systems may not be possible due to

the relationship between Zeno equilibria and Zeno behavior.

Page 27: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 30

Zeno Behavior at Work

• Zeno behavior is famous for its ability to halt simulations

• To prevent this outcome:– A priori conditions on the existence of Zeno behavior are

needed– Noticeable lack of such conditions

Page 28: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 31

Zeno Equilibria

• Hybrid models admit a kind of Equilibria that is not found in continuous or discrete dynamical systems: Zeno Equilibria.

– A collection of points invariant under the discrete dynamics

– Can be stable in many cases of interest.

– The stability of Zeno equilibria implies the existence of Zeno behavior.

Page 29: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 32

Overview of Main Result

• The categorical approach to hybrid systems allows us to decompose the study of Zeno equilibria into two steps:1. We identify a sufficiently rich, yet simple, class of

hybrid systems that display the desired stability properties: first quadrant hybrid systems

2. We relate the stability of general hybrid systems to the stability of these systems through a special class of hybrid morphisms: hybrid Lyapunov functions

Page 30: Chess Review October 4, 2006 Alexandria, VA Edited and presented by Hybrid Systems: Theoretical Contributions Part I Shankar Sastry UC Berkeley

ITR Review, Oct. 4, 2006"Hybrid Systems Theory: I", S. Sastry 33

Some closing thoughts

• Key new areas of research initiated• Some important new results• Additional theory needed especially for

networked embedded systems