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Overapproximating Reachable Sets by Hamilton-Jacobi Projections

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Abstract

In earlier work, we showed that the set of states which can reach a target set of a continuous dynamic game is the zero sublevel set of the viscosity solution of a time dependent Hamilton-Jacobi-Isaacs (HJI) partial differential equation (PDE). We have developed a numerical tool—based on the level set methods of Osher and Sethian—for computing these sets, and we can accurately calculate them for a range of continuous and hybrid systems in which control inputs are pitted against disturbance inputs. The cost of our algorithm, like that of all convergent numerical schemes, increases exponentially with the dimension of the state space. In this paper, we devise and implement a method that projects the true reachable set of a high dimensional system into a collection of lower dimensional subspaces where computation is less expensive. We formulate a method to evolve the lower dimensional reachable sets such that they are each an overapproximation of the full reachable set, and thus their intersection will also be an overapproximation of the reachable set. The method uses a lower dimensional HJI PDE for each projection with a set of disturbance inputs augmented with the unmodeled dimensions of that projection's subspace. We illustrate our method on two examples in three dimensions using two dimensional projections, and we discuss issues related to the selection of appropriate projection subspaces.

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Authors and Affiliations

  1. Scientific Computing and Computational Mathematics Program, Stanford University, Stanford, California, 94305

    Ian M. Mitchell

  2. Department of Aeronautics and Astronautics, Stanford University, Stanford, California, 94305

    Claire J. Tomlin

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  1. Ian M. Mitchell
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  2. Claire J. Tomlin
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Mitchell, I.M., Tomlin, C.J. Overapproximating Reachable Sets by Hamilton-Jacobi Projections. Journal of Scientific Computing 19, 323–346 (2003). https://doi.org/10.1023/A:1025364227563

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