Further results on probabilistic model validation in Wasserstein metric | IEEE Conference Publication | IEEE Xplore

Further results on probabilistic model validation in Wasserstein metric


Abstract:

In a recent work [1], we have introduced a probabilistic formulation for the model validation problem to provide a unifying framework for (in)validating nonlinear determi...Show More

Abstract:

In a recent work [1], we have introduced a probabilistic formulation for the model validation problem to provide a unifying framework for (in)validating nonlinear deterministic and stochastic models, in both discrete and continuous time. As an extension to that work, this paper provides rigorous performance bounds for the model validation algorithms presented in [1]. Further, it is shown that the existing method of barrier certificate based nonlinear invalidation oracle, can be recovered as a special case of the proposed formulation. Some results are derived to quantify the effects of initial uncertainty on the Wasserstein gap. And finally, for discrete-time LTI and LTV systems, upper bounds on Wasserstein distance are derived in terms of the parameters of the systems under comparison, thus providing an offline estimate of the gap.
Date of Conference: 10-13 December 2012
Date Added to IEEE Xplore: 04 February 2013
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Conference Location: Maui, HI, USA

References

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