We present a predictive runtime monitoring technique for estimating future vehicle positions and the probability of collisions with obstacles. Vehicle dynamics model how the position and velocity change over time as a function of external inputs. They are commonly described by discrete-time stochastic models. Whereas positions and velocities can be measured, the inputs (steering and throttle) are not directly measurable in these models. In our paper, we apply Bayesian inference techniques for real-time estimation, given prior distribution over the unknowns and noisy state measurements. Next, we pre-compute the set-valued reachability analysis to approximate future positions of a vehicle. The pre-computed reachability sets are combined with the posterior probabilities computed through Bayesian estimation to provided a predictive verification framework that can be used to detect impending collisions with obstacles. Our approach is evaluated using the coordinated-turn vehicle model for a UAV using on-board measurement data obtained from a flight test of a Talon UAV. We also compare the results with sampling-based approaches. We find that precomputed reachability analysis can provide accurate warnings up to 6 seconds in advance and the accuracy of the warnings improve as the time horizon is narrowed from 6 to 2 seconds. The approach also outperforms sampling in terms of on-board computation cost and accuracy measures.

In this paper, we propose polynomial forms to represent distributions of state variables over time for discrete-time stochastic dynamical systems. This problem arises in a variety of applications in areas ranging from biology to robotics. Our approach allows us to rigorously represent the probability distribution of state variables over time, and provide guaranteed bounds on the expectations, moments and probabilities of tail events involving the state variables. First, we recall ideas from interval arithmetic, and use them to rigorously represent the state variables at time t as a function of the initial state variables and noise symbols that model the random exogenous inputs encountered before time t. Next, we show how concentration of measure inequalities can be employed to prove rigorous bounds on the tail probabilities of these state variables. We demonstrate interesting applications that demonstrate how our approach can be useful in some situations to establish mathematically guaranteed bounds that are of a different nature from those obtained through simulations with pseudo-random numbers.

We investigate approximate Bayesian inference techniques for nonlinear systems described by ordinary differential equation (ODE) models. In particular, the approximations will be based on set-valued reachability analysis approaches, yielding approximate models for the posterior distribution. Nonlinear ODEs are widely used to mathematically describe physical and biological models. However, these models are often described by parameters that are not directly measurable and have an impact on the system behaviors. Often, noisy measurement data combined with physical/biological intuition serve as the means for finding appropriate values of these parameters. Our approach operates under a Bayesian framework, given prior distribution over the parameter space and noisy observations under a known sampling distribution. We explore subsets of the space of model parameters, computing bounds on the likelihood for each subset. This is performed using nonlinear set-valued reachability analysis that is made faster by means of linearization around a reference trajectory. The tiling of the parameter space can be adaptively refined to make bounds on the likelihood tighter. We evaluate our approach on a variety of nonlinear benchmarks and compare our results with Markov Chain Monte Carlo and Sequential Monte Carlo approaches.