We present HySIA: a reliable runtime verification tool for nonlinear hybrid automata (HA) and signal temporal logic (STL) properties. HySIA simulates an HA with interval analysis techniques so that a trajectory is enclosed sharply within a set of intervals. Then, HySIA computes whether the simulated trajectory satisfies a given STL property; the computation is performed again with interval analysis to achieve reliability. Simulation and verification using HySIA are demonstrated through several example HA and STL formulas.
SReach @cite_1 and ProbReach @cite_17 are statistical model checkers based on interval analysis. SReach cooperates with dReach to exploit its reachability analysis results. ProbReach evaluates the continuous density function with interval analysis computation. RobSim @cite_18 utilizes an interval-based integration method for checking the correctness and robustness of the numerical simulator of Simulink. HySIA can be involved within the frameworks proposed in these tools.
@cite_18 @cite_1 @cite_17
2226575101 2017676950 2123272248 2133027741
In this paper we describe a new tool, SReach, which solves probabilistic bounded reachability problems for two classes of stochastic hybrid systems. The first one is (nonlinear) hybrid automata with parametric uncertainty. The second one is probabilistic hybrid automata with additional randomness for both transition probabilities and variable resets. Standard approaches to reachability problems for linear hybrid systems require numerical solutions for large optimization problems, and become infeasible for systems involving both nonlinear dynamics over the reals and stochasticity. Our approach encodes stochastic information by using random variables, and combines the randomized sampling, a @math -complete decision procedure, and statistical tests. SReach utilizes the @math -complete decision procedure to solve reachability problems in a sound manner, i.e., it always decides correctly if, for a given assignment to all random variables, the system actually reaches the unsafe region. The statistical tests adapted guarantee arbitrary small error bounds between probabilities estimated by SReach and real ones. Compared to standard simulation-based methods, our approach supports non-deterministic branching, increases the coverage of simulation, and avoids the zero-crossing problem. We demonstrate our method's feasibility by applying SReach to three representative biological models and to additional benchmarks for nonlinear hybrid systems with multiple probabilistic system parameters. We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an arbitrarily small interval which is guaranteed to contain the required probability. Standard (non-probabilistic) reachability is undecidable even for linear hybrid systems. In ProbReach we adopt the weaker notion of delta-reachability, in which the unsafe region is overapproximated by a user-defined parameter (delta). This choice leads to false alarms, but also makes the reachability problem decidable for virtually any hybrid system. In ProbReach we have implemented a probabilistic version of delta-reachability that is suited for hybrid systems whose stochastic behaviour is given in terms of random initial conditions. In this paper we introduce the capabilities of ProbReach, give an overview of the parallel implementation, and present results for several benchmarks involving highly non-linear hybrid systems. We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note locations as in a musical score. The continuous hidden variables denote the tempo. We formulate two well known music recognition problems, namely tempo tracking and automatic transcription (rhythm quantization) as filtering and maximum a posteriori (MAP) state estimation tasks. Exact computation of posterior features such as the MAP state is intractable in this model class, so we introduce Monte Carlo methods for integration and optimization. We compare Markov Chain Monte Carlo (MCMC) methods (such as Gibbs sampling, simulated annealing and iterative improvement) and sequential Monte Carlo methods (particle filters). Our simulation results suggest better results with sequential methods. The methods can be applied in both online and batch scenarios such as tempo tracking and transcription and are thus potentially useful in a number of music applications such as adaptive automatic accompaniment, score typesetting and music information retrieval. These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions.