Reachability Analysis With Probabilistic Zonotopes: Learning Realized Disturbances and Refining Aleatory Uncertainty

Abstract

This paper develops a data-driven reachability framework for linear systems whose disturbances are modeled by probabilistic zonotopes (PZs), combining bounded deterministic and Gaussian stochastic components. In contrast to methods that require a precisely known disturbance model (either purely deterministic or purely stochastic), we assume only a conservative prior PZ and refine it from data. The framework separates two uncertainty sources: realized disturbances, which act along the collected trajectory and govern the size of the data-consistent model set, and aleatory disturbances, which enter as future additive uncertainty during reachable-set propagation; both shape the reachable sets, but through different mechanisms. Refinement exploits prior system knowledge together with trajectory-consistency constraints induced by the data, which impose affine couplings between deterministic and Gaussian latent variables. We accordingly develop a constrained-PZ calculus that absorbs the stochastic part of these constraints into an equivalent representation, removes infeasible latent directions, and reduces stochastic covariance, together with identification-aware fusion rules for combining heterogeneous constrained-PZ descriptions. The refined realized-disturbance proxies then serve as scenarios in a linear program that learns the smallest translated and scaled copy of the prior disturbance set that contains all proxy confidence sets while remaining nested in the prior. The resulting deterministic, high-probability reachable sets carry formal containment guarantees with substantially reduced conservatism, and numerical examples confirm that the pipeline tightens both the data-consistent model set and the propagated reachable sets.