arXiv · 2001.07668
Data-Driven Approach for Uncertainty Propagation and Reachability Analysis in Dynamical Systems
Abstract
In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and Koopman operators. The uncertainty can be characterized in terms of the moments of a probability density function. We demonstrate how the P-F and Koopman operators are used for propagating the moments. Time-series data is used for the finite-dimensional approximation of the linear operators, thereby enabling data-driven approach for moment propagation. Simulation results are presented to demonstrate the effectiveness of the proposed method.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Amarsagar Reddy Ramapuram Matavalam, Umesh Vaidya, Venkataramana Ajjarapu. 2020-01-21. Data-Driven Approach for Uncertainty Propagation and Reachability Analysis in Dynamical Systems. https://arxiv.org/abs/2001.07668
Cite the original work for its findings. Save a collection to share your selection of sources.