Probabilistic Region-of-Attraction Estimation with Scenario Optimization and Converse Theorems

Abstract: The region of attraction characterizes well-behaved and safe operation of a nonlinear system and is hence sought after for verification. In this paper, a framework for probabilistic region of attraction estimation is developed that combines scenario optimization and converse theorems. With this approach, the probability of an unstable condition being included in the estimate is independent of the system's complexity, while convergence in probability to the true region of attraction is proven. Numerical examples demonstrate the effectiveness for optimization-based control applications. Combining systems theory and sampling, the complexity of Monte--Carlo-based verification techniques can be reduced. The results can be extended to arbitrary level sets of which the defining function can be sampled, such as finite-horizon viability. Thus, the proposed approach is applicable and/or adaptable to verification of a wide range of safety-related properties for nonlinear systems including feedback laws based on optimization or learning.