Reachability of Linear Uncertain Systems: Sampling Based Approaches

Abstract: In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As a result, the guarantees provided by our method are probabilistic in nature. In this paper, we provide two different techniques to compute statistical approximate reachable set. We have implemented our algorithms in a python based prototype and demonstrate the applicability of our approaches on various case studies. We also provide an empirical comparison between the two proposed methods and with Flow*.