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Department of Informatis

Stati Analysis of

SPDIs for State-Spae

Redution

Researh Report No.

336

Gordon Pae

Gerardo Shneider

Isbn 82-7368-291-9

Issn 0806-3036

April 2006

(2)

Redution

Gordon Pae

Gerardo Shneider

April 2006

Abstrat

Polygonal hybrid systems (SPDI) are a sublass of planar hybrid

automata whih an be represented by pieewiseonstant dierential

inlusions. Thereahabilityproblemaswellastheomputationofer-

tainobjets ofthephaseportrait, namelytheviability,ontrollability

and invariane kernels, for suh systems is deidable. In this paper

we show how to ompute another objet of an SPDI phase portrait,

namely semi-separatrix urves and show how the phase portrait an

be used for reduing the state-spae for optimizing the reahability

analysis.

1 Introdution

Hybrid systems ombining disreteand ontinuous dynamisarise asmath-

ematialmodels ofvariousartiialand naturalsystems,and asapproxima-

tions to omplex ontinuous systems. They have been used in various do-

mains, inludingavionis, robotis andbioinformatis. Reahabilityanalysis

has beentheprinipalresearhquestionintheveriationofhybridsystems,

even ifitisawell-known resultthatformost non-trivialsublassesofhybrid

systems reahability and most veriation questions are undeidable. Vari-

ous deidable sublasses have, subsequently, been identied, inludingtimed

[AD94 ℄ and retangular automata [HKPV95℄, hybrid automata with linear

Dept. of Computer Siene and AI, University of Malta, Msida, Malta. E-mail:

gordon.paeum.edu.mt

Dept. ofInformatisUniv. ofOslo, P.O. Box1080Blindern, N-0316Oslo,Norway.

E-mail: gerardoi.uio.no

(3)

and polygonaldierentialinlusionsystems (SPDIs)[ASY01℄.

Compared to reahability veriation, qualitative analysis of hybrid sys-

tems is a relatively negleted area [ALQ

+

01b, DV95, KdB01, MS00, SP02,

SJSL00℄. Typial qualitative questions inlude: Are there `sink' regions

where a trajetory an never leave one it enters the region?; Whih are

the basins of attration of suh regions?; Are there regions in whih every

pointinthe regionis reahable fromevery other pointinthe region without

leaving it?. To answer suh questions one usually gives a olletion of ob-

jets haraterizingthese sets, hene providinguseful informationabout the

qualitative behavior of the hybrid system. The set of all suh objets for a

given system is alled the phase portrait of the system.

Deningandonstrutingphaseportraitsofhybridsystemshasbeendiretly

addressed for PCDs in [MS00℄, and for SPDIs in[ASY02℄. In this paper we

present a a new element of the phase portrait for SPDIs, and disuss how

the phase portrait an be used to redue the size of an SPDI, as an aid to

veriation.

Roughly speaking, anSPDI (Fig. 1)isa nitepartition

P

of the plane (into

onvexpolygonalareas),and,foreah

P ∈ P

anassoiatedpair ofvetors

a P

and

b P

. TheSPDI behaviourisdened by thedierentialinlusion

x ˙ ∈ ∠ b a P P

for

x ∈ P

, where

b a

denotes the angle on the plane between the vetors

a

and

b

.

In [ASY01℄ it has been proved that edge-to-edge and polygon-to-polygon

reahabilityinSPDIs isdeidable by exploitingthe topologialproperties of

the plane. The proedure is not based on the omputation of the reah-set

but rather on the exploration of a nite number of types of qualitative be-

haviors obtained from the edge-signatures of trajetories (the sequenes of

their intersetions with the edges of the polygons). Suh types of signatures

may ontain loops whih an be very expensive (or impossible) to explore

naively. However, it has been shown that loops have strutural properties

that are exploited by the algorithmto eiently ompute the eet of suh

loops. In summary,the novelty oftheapproahisthe ombinationofseveral

tehniques, namely,(i)therepresentation ofthe two-dimensionalontinuous

dynamisasaone-dimensionaldisretedynamialsystem,(ii)the harater-

ization ofthe set of qualitativebehaviorsofthe latter asanite set of types

ofsignatures, and(iii)theaeleration oftheiterationsinthease ofyli

signatures.

Givenayle onaSPDI,wean speakaboutanumberof kernels pertaining

tothatyle. Theviability kernelisthelargestsetofpointsintheylewhih

mayloopforeverwithintheyle. Theontrollability kernelisthelargestset

(4)

R1 R2 R3

R6 R5 R4

e1 e4

e0

I

e2 e6

I’

e5 e3

Figure 1: An SPDI and itstrajetory segment.

bereahedfromanyother). Aninvariantset isaset ofpointssuhthateah

pointmustkeep rotatingwithintheset forever. Theinvariane kernel isthe

largest of suh sets. The information gathered for omputing reahability

turns out to be useful for omputing viability,ontrollability and invariane

kernels of suh systems. Algorithms for omputing these kernels have been

presented in[ASY02,Sh04 ℄andimplementedinthetoolsetSPeeDI

+

[PS06℄.

The ontributionof this paperisthreefold. We start by givinganalgorithm

to ompute semi-separatrix urves (or simply, semi-separatries) of SPDIs.

Separatriesareonvexpolygonsdissetingtheplaneintotwomutuallynon-

reahable subsets. The notion of separatrix an be relaxed, obtainingsemi-

separatrixurves,suhthatsomepointsinonesetmaybereahablefromthe

other set, but not vie-versa. We then show how the kernels an be used to

answer reahability questions diretly. We also show how semi-separatries

anbeused tooptimizethereahabilityalgorithmforSPDIsby reduingthe

numberofstatesoftheSPDIgraph. Theoptimizationisbasedontopologial

properties of the plane (and inpartiular, that of SPDIs).

The paper is strutured as follows. In the next setion we introdue the

neessary theoretial bakground, inluding the denition of SPDI, kernels

and semi-separatriesaswellashowtoomputesuhphaseportraitobjets.

In Setion 3 we show how the semi-separatries an be used for reduing

the state-spaeof the reahabilitygraphwhereas inSetion4wepresent the

optimization done by using the kernels.

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A(positive)ane funtion

f : R → R

issuhthat

f(x) = ax + b

with

a > 0

.

An ane multivalued funtion

F : R → 2 R

, denoted

F = hf l , f u i

, is dened

by

F (x) = hf l (x), f u (x)i

where

f l

and

f u

areaneand

h·, ·i

denotesaninter-

val. For notational onveniene, we do not make expliit whether intervals

are open, losed,left-open orright-open, unless requiredfor omprehension.

Foran interval

I = hl, ui

we have that

F (hl, ui) = hf l (l), f u (u)i

. The inverse

of

F

is dened by

F −1 (x) = {y | x ∈ F (y)}

. The universal inverse of

F

is

dened by

F ˜ −1 (I) = I

if and only if

I

is the greatest non-empty interval

suh that for all

x ∈ I

,

F (x) ⊆ I

.

It is not diult to show that

F −1 = hf u −1 , f l −1 i

and similarly that

F ˜ −1 = hf l −1 , f u −1 i

, provided that

hf l −1 , f u −1 i 6= ∅

. Notie thatif

I

is asingletonthen

F ˜ −1

is dened only if

f l = f u

. These lasses of funtions are losed under

omposition.

A trunated ane multivalued funtion (TAMF)

F : R → 2 R

is dened

by an ane multivalued funtion

F

and intervals

S ⊆ R +

and

J ⊆ R +

as

follows:

F (x) = F (x) ∩ J

if

x ∈ S

, otherwise

F (x) = ∅

. For onveniene

we write

F (x) = F ({x} ∩ S) ∩ J

. For an interval

I

,

F (I) = F (I ∩ S) ∩ J

and

F −1 (I) = F −1 (I ∩ J ) ∩ S

. The universal inverse of

F

is dened by

F ˜ −1 (I) = I

if and onlyif

I

is the greatest non-empty intervalsuhthat for

all

x ∈ I

,

F (x) ⊆ I

and

F (x) = F (x)

.

We say that

F

is normalized if

S = DomF = {x | F (x) ∩ J 6= ∅}

(thus,

S ⊆ F −1 (J)

)and

J = ImF = F(S)

.

The following theorem states that TAMFs are losed under omposition

[ASY01℄.

Theorem 1. The omposition of two TAMFs

F 1 (I) = F 1 (I ∩ S 1 ) ∩ J 1

and

F 2 (I) = F 2 (I ∩ S 2 ) ∩ J 2

, is the TAMF

(F 2 ◦ F 1 )(I) = F (I) = F (I ∩ S) ∩ J

,

where

F = F 2 ◦ F 1

,

S = S 1 ∩ F 1 −1 (J 1 ∩ S 2 )

and

J = J 2 ∩ F 2 (J 1 ∩ S 2 )

.

2.1 SPDI

An angle

b a

onthe plane, dened by two non-zero vetors

a, b

isthe set of

allpositivelinearombinations

x = α a + β b

,with

α, β ≥ 0

,and

α + β > 0

.

We an always assume that

b

is situated in the ounter-lokwise diretion from

a

.

A polygonal hybrid system 1

(SPDI) is dened by giving a nite partition

P

of the plane into onvex polygonal sets, and assoiating with eah

P ∈ P

a

1

In theliterature thenamespolygonal dierential inlusion andsimple planar dier-

(6)

ouple of vetors

a P

and

b P

. Let

φ(P ) = ∠ b a P P

. The SPDI is determined by

˙

x ∈ φ(P )

for

x ∈ P

.

Let

E(P )

be the set of edges of

P

. We say that

e

is an entry of

P

if for

all

x ∈ e

and for all

c ∈ φ(P )

,

x + cǫ ∈ P

for some

ǫ > 0

. We say that

e

is an exit of

P

if the same ondition holds for some

ǫ < 0

. We denote by

in

(P ) ⊆ E(P )

the set ofallentries of

P

andby out

(P ) ⊆ E(P )

the set of all

exits of

P

.

Assumption 1. All the edges in

E(P )

are either entries or exits, that is,

E(P ) =

in

(P ) ∪

out

(P )

.

A trajetory segment of an SPDI is a ontinuous funtion

ξ : [0, T ] → R 2

whihis smootheverywhere exept inadisrete set ofpoints,and suh that

for all

t ∈ [0, T ]

, if

ξ(t) ∈ P

and

ξ(t) ˙

is dened then

ξ(t) ˙ ∈ φ(P )

. The

signature, denoted

Sig(ξ)

, is the ordered sequene of edges traversed by the

trajetory segment, that is,

e 1 , e 2 , . . .

, where

ξ(t i ) ∈ e i

and

t i < t i +1

. If

T = ∞

,a trajetory segment isalled a trajetory.

Example 1. Consider the SPDI illustrated inFig. 1. For sake of simpliity

wewillonlyshowthe dynamisassoiatedtoregions

R 1

to

R 6

inthe piture.

For eah region

R i

,

1 ≤ i ≤ 6

, there is a pair of vetors

(a i , b i )

, where:

a 1 = (45, 100), b 1 = (1, 4)

,

a 2 = b 2 = (1, 10)

,

a 3 = b 3 = (−2, 3)

,

a 4 = b 4 = (−2, −3)

,

a 5 = b 5 = (1, −15)

,

a 6 = (1, −2), b 6 = (1, −1)

.

A trajetory segment starting on interval

I ⊂ e 0

and nishing in interval

I ⊆ e 4

isdepited.

Denition1. We saythatasignature

σ

isfeasible ifandonlyifthere exists

a trajetory segment

ξ

with signature

σ

, i.e.,

Sig(ξ) = σ

.

From this denition, it immediately follows that extending an unfeasible

signature, an nevermake it feasible:

Proposition1. Ifa signature

σ

isnotfeasible,thenneitherisany extension

of the signature for any signatures

σ

and

σ ′′

, the signature

σ σσ ′′

is not

feasible.

Given anSPDI

S

, let

E

bethe set of edgesof

S

, then wean dene agraph

G S

where nodes orrespond to edges of

S

and suh that there exists an ar

from one node toanother if there exists a trajetory segment from the rst

edge to the seond one withouttraversing any other edge. More formally:

Denition 2. Given an SPDI

S

, the underlying graphof

S

(or simply the

graph of

S

), is a graph

G S = (N G , A G )

, with

N G = E

and

A G = {(e, e ) |

∃ξ, t . ξ(0) ∈ e ∧ ξ(t) ∈ e ∧ Sig (ξ) = ee }

. We say that a sequene

e 0 e 1 . . . e k

of nodes in

G S

is a path whenever

(e i , e i +1 ) ∈ A G

for

0 ≤ i ≤ k − 1

.

(7)

and paths in itsorresponding graph.

Lemma 2. If

ξ

is a trajetory segment of

S

with edge signature

Sig (ξ) = σ = e 0 . . . e p

, it follows that

σ

is a path in

G S

.

Remark. Notiethattheonverseoftheabovelemmaisnottrueingeneral.

It is possible tond a ounter-example wherethere exists apath from node

e

to

e

, but it does not exist a trajetory segment form edge

e

to edge

e

on

the SPDI.

Lemma 3. If

σ = e 0 . . . e p

isafeasible signature,then

σ

isa pathin

G S

.

2.2 Suessors and predeessors

Given an SPDI, we x a one-dimensional oordinate system on eah edge

torepresent pointslayingonedges [ASY01℄. Fornotationalonveniene, we

indistintlyuseletter

e

todenotethe edgeoritsone-dimensionalrepresenta- tion. Aordingly, we write

x ∈ e

or

x ∈ e

, tomean point

x

in edge

e

with

oordinate

x

inthe one-dimensional oordinatesystem of

e

. The same on-

ventionisappliedtosetsof pointsof

e

represented asintervals(e.g.,

x ∈ I

or

x ∈ I

,where

I ⊆ e

) and to trajetories (e.g.,

ξ

starting in

x

or

ξ

starting

in

x

).

Now, let

P ∈ P

,

e ∈

in

(P )

and

e

out

(P )

. For

I ⊆ e

,

Succ e,e ′ (I)

is the

set of allpointsin

e

reahablefromsome pointin

I

by atrajetorysegment

ξ : [0, t] → R 2

in

P

(i.e.,

ξ(0) ∈ I ∧ ξ(t) ∈ e ∧ Sig (ξ) = ee

). It has been

shown [ASY01℄ that

Succ e,e

is a TAMF.

Example 2. Let

e 1 , . . . , e 6

be as in Fig. 1 and

I = [l, u]

. We assume a

one-dimensional oordinate system. We have:

F e 1 e 2 (I) = l

4 , 9 20 u

, S = [0, 10] , J =

0, 9 2

F e 2 e 3 (I) = [l + 1, u + 1] , S = [0, 9] , J = [1, 10]

F e 3 e 4 (I) = 3

2 l, 3 2 u

, S =

0, 20 3

, J = [0, 10]

F e 4 e 5 (I) = 2

3 l, 2 3 u

, S = [0, 10] , J =

0, 20 3

F e 5 e 6 (I) =

l − 2

3 , u − 2 3

, S = 2

3 , 10

, J =

0, 28 3

F e 6 e 1 (I) = [l, 2u] , S = [0, 10] , J = [0, 10]

(8)

with

Succ e i e i +1 (I) = F e i e i +1 (I ∩ S i ) ∩ J i+1

, for

1 ≤ i ≤ 5

, and

Succ e 6 e 1 (I) = F e 6 e 1 (I ∩ S 6 ) ∩ J 1

.

Given asequene

w = e 1 , e 2 , . . . , e n

, Theorem 1impliesthat the suessor of

I

along

w

dened as

Succ w (I ) = Succ e n − 1 ,e n ◦ . . . ◦ Succ e 1 ,e 2 (I)

is aTAMF.

Example 3. Let

σ = e 1 · · · e 6 e 1

. It results that

Succ σ (I) = F (I ∩ S) ∩ J

,

where:

F (I) = l

4 + 1 3 , 9

10 u + 2 3

(1)

S = [ 37 25 e −16 , 10]

and

J = [ 1 3 , 29 3 ]

are omputed usingTheorem 1.

For

I ⊆ e

,

Pre e,e ′ (I)

is the set of points in

e

that an reah a point in

I

by a trajetory segment in

P

. The

-predeessor

Pre f (I )

is dened in a

similar way to

Pre(I)

using the universal inverse instead of justthe inverse:

For

I ⊆ e

,

Pre f ee ′ (I)

is the set of points in

e

suh that any suessor of

suh points are in

I

by a trajetory segment in

P

. Both denitions an be

extended straightforwardly to signatures

σ = e 1 · · · e n

:

Pre σ (I)

and

Pre f σ (I)

.

Therefore, the suessor operator has two inverse operators.

Example 4. Let

σ = e 1 . . . e 6 e 1

be as in Fig. 1 and

I = [l, u]

. Now,

Pre e i e i+1 (I) = F e −1 i e i+1 (I ∩ J i +1 ) ∩ S i

,for

1 ≤ i ≤ 5

,and

Pre e 6 e 1 (I) = F e −1 6 e 1 (I ∩ J 1 ) ∩ S 6

,where:

F e −1 1 e 2 (I) = 20

9 l, 4u

F e −1 2 e 3 (I) = [l − 1, u − 1]

F e −1 3 e 4 (I) = 2

3 l, 2 3 u

F e −1 4 e 5 (I) = 3

2 l, 3 2 u

F e −1 5 e 6 (I) =

l + 2

3 , u + 2 3

F e −1 6 e 1 (I) = l

2 , u

Besides,

Pre σ (I) = F −1 (I ∩ J) ∩ S

, where

F −1 (I) = [ 10 9 l − 20 27 , 4u − 4 3 ]

.

Similarly,weompute

Pre f σ (I) = ˜ F −1 (I ∩J )∩S

,where

F ˜ −1 (I) =

4l − 4 3 , 10 9 u − 20 27

.

2.3 Qualitative analysis of simple edge-yles

Let

σ = e 1 · · · e k e 1

be a simple edge-yle, i.e.,

e i 6= e j

for all

1 ≤ i 6=

j ≤ k

. Let

Succ σ (I) = F (I ∩ S) ∩ J

with

F = hf l , f u i

(we suppose that

this representation is normalized). We denote by

D σ

the one-dimensional disrete-time dynamialsystem dened by

Succ σ

, that is

x n +1 ∈ Succ σ (x n )

.

(9)

Assumption 2. None of the two funtions

f l , f u

is the identity.

Let

l

and

u

bethe xpoints2 of

f l

and

f u

, respetively,and

S ∩ J = hL, Ui

.

A simple yle is of one of the following types [ASY01℄:

STAY. Theyleisnotabandonedneitherbytheleftmostnortherightmost

trajetory,that is,

L ≤ l ≤ u ≤ U

.

DIE. Therightmosttrajetoryexitstheylethroughtheleft(onsequently

the leftmost one also exits) or the leftmost trajetory exits the yle

through the right (onsequently the rightmost one alsoexits), that is,

u < L ∨ l > U

.

EXIT-BOTH. Theleftmost trajetoryexitsthe yle through the leftand

the rightmost one through the right,that is,

l < L ∧ u > U

.

EXIT-LEFT. Theleftmosttrajetoryexitstheyle (throughtheleft)but

the rightmost one stays inside, that is,

l < L ≤ u ≤ U

.

EXIT-RIGHT. Therightmosttrajetoryexitstheyle(throughtheright)

but the leftmostone stays inside, that is,

L ≤ l ≤ U < u

.

Example 5. Let

σ = e 1 · · · e 6 e 1

. We have

S ∩ J = hL, Ui = [ 1 3 , 29 3 ]

. The

xpoints of Eq. (1) are suh that

1

3 < l = 11 25 < u = 20 3 < 29 3

. Thus,

σ

is a

STAY.

The lassiation above gives us some useful information about the quali-

tative behavior of trajetories. Any trajetory that enters a yle of type

DIE will eventually quit it after a nite number of turns. If the yle is of

type STAY, alltrajetories that happen to enter it willkeep turning inside

it forever. In allotherases, some trajetories willturn fora whileand then

exit, andothers willontinue turningforever. Thisinformationisruialfor

proving deidabilityof the reahability problem.

Example 6. Considerthe SPDIof Fig.1. Fig. 2showspart ofthe reahset

of the interval

[8, 10] ⊂ e 0

,answering positively tothe reahabilityquestion:

Is

[1, 2] ⊂ e 4

reahable from

[8, 10] ⊂ e 0

? Fig. 2 has been automatially generated by theSPeeDitoolboxwe havedeveloped forreahabilityanalysis

of SPDIs basedon the results of [ASY01 ℄.

2

Thexpoint

x

isomputedbysolvingtheequation

f (x ) = x

,where

f (·)

ispositive

ane.

(10)

I’

I

Figure 2: Reahability analysis.

The above result doesnot allowusto diretlyanswerother questions about

thebehavioroftheSPDIsuhasdetermineforagivenpoint(orsetofpoints)

whether: (a) there exists (at least) one trajetory that remainsinthe yle,

and (b)itispossibletoontrolthe systemtoreahany otherpoint. Inorder

to do this, we need to further study the properties of the system around

simple edge-yles.

2.4 Kernels

We an nowpresent how toompute the invariane, ontrollabilityand via-

bility kernelsof anSPDI. Proofsare omittedbut for further details,refer to

[ASY02℄ and [Sh04 ℄. In the following, for

K

a subset of

R 2

and

σ

a yli

signature, we dene

K σ

as follows:

K σ = [ k i=1

(

int

(P i ) ∪ e i )

(2)

where

P i

is suh that

e i−1 ∈

in

(P i )

,

e i ∈

out

(P i )

and int

(P i )

is

P i

'sinterior.

2.4.1 ViabilityKernel

Wenow reall the denition of viability kernel[Aub01℄.

Denition 3. A trajetory

ξ

is viable in

K

if

ξ(t) ∈ K

for all

t ≥ 0

.

K

is a viability domain if for every

x ∈ K

, there exists at least one trajetory

(11)

Figure3: (a) ViabilityKernels; (b) ControllabilityKernels

ξ

, with

ξ(0) = x

, whih is viable in

K

. The viability kernel of

K

, denoted

Viab(K )

, is the largest viability domainontained in

K

.

For

I ⊆ e 1

wedene

Pre σ (I)

tobethe setof all

x ∈ R 2

forwhihthereexists

a trajetorysegment

ξ

startingin

x

,that reahes somepointin

I

, suh that

Sig(ξ)

is a sux of

e 2 . . . e k e 1

. It is easy to see that

Pre σ (I)

is a polygonal

subset of the plane whih an be alulated using the following proedure.

We start by dening:

Pre e (I) = {x | ∃ξ : [0, t] → R 2 , t > 0 . ξ(0) = x ∧ ξ(t) ∈ I ∧ Sig (ξ) = e}

and apply this operation

k

times:

Pre σ (I) = S k

i=1 Pre e i (I i )

with

I 1 = I

,

I k = Pre e k ,e 1 (I 1 )

and

I i = Pre e i ,e i+1 (I i +1 )

, for

2 ≤ i ≤ k − 1

.

The followingresult providesa non-iterativealgorithmiproedurefor om-

puting the viability kernel of

K σ

onan SPDI:

Theorem 4. If

σ

is not DIE,

Viab(K σ ) = Pre σ (S)

, otherwise

Viab(K σ ) =

.

Example 7. Fig. 3-(a) shows all the viability kernels of the SPDI given in

Example 1. There are 4 yles with viability kernels in the piture two of

the kernels are overlapping.

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We say

K

is ontrollable if for any two points

x

and

y

in

K

there exists a

trajetorysegment

ξ

startingin

x

thatreahes anarbitrarilysmallneighbor- hoodof

y

withoutleaving

K

. More formally:

Denition 4. A set

K

is ontrollable if

∀x, y ∈ K, ∀δ > 0, ∃ξ : [0, t] → R 2 , t > 0 . (ξ(0) = x ∧ |ξ(t) − y| < δ ∧ ∀t ∈ [0, t] . ξ(t ) ∈ K )

. The

ontrollabilitykernel of

K

, denoted

Cntr(K)

, isthelargest ontrollablesubset of

K

.

For agiven yli signature

σ

, we dene

C D (σ)

as follows:

C D (σ) =

 

 

 

 

 

hL, U i

if

σ

is EXIT-BOTH

hL, u i

if

σ

is EXIT-LEFT

hl , Ui

if

σ

is EXIT-RIGHT

hl , u i

if

σ

is STAY

if

σ

is DIE

(3)

For

I ⊆ e 1

letusdene

Succ σ (I)

asthesetofallpoints

y ∈ R 2

forwhihthere

exists a trajetory segment

ξ

starting in some point

x ∈ I

, that reahes

y

,

suhthat

Sig (ξ)

isaprex of

e 1 . . . e k

. Thesuessor

Succ σ (I)

isapolygonal

subset of the plane whihan beomputed similarlyto

Pre σ (I)

. Dene

C (σ) = (Succ σ ∩ Pre σ )(C D (σ))

Weompute the ontrollability kernel of

K σ

asfollows:

Theorem 5.

Cntr (K σ ) = C (σ)

.

Example 8. Fig. 3-(b) shows all the ontrollability kernels of the SPDI

given in Example 1. There are 4 yles with ontrollability kernels in the

piture two of the kernels are overlapping.

The followingresult whihrelatesontrollabilityand viabilitykernels,states

that theviabilitykernelofagivenyle istheloalbasinofattration ofthe

orresponding ontrollability kernel.

Proposition 2. Any viable trajetory in

K σ

onverges to

Cntr (K σ )

.

Let

Cntr l (K σ )

be the losed urve obtained by taking the leftmost traje-

tory and

Cntr u (K σ )

be the losed urve obtained by taking the rightmost

trajetorywhihanremaininsidethe ontrollabilitykernel. Inotherwords,

Cntr l (K σ )

and

Cntr u (K σ )

are the two polygons dening the ontrollability kernel.

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A non-empty ontrollability kernel

Cntr (K σ )

of a given yli signature

σ

partitionsthe plane intothree disjointsubsets: (1)the ontrollabilitykernel

itself,(2)thesetofpointslimitedby

Cntr l (K σ )

(andnotinluding

Cntr l (K σ )

)

and(3)thesetofpointslimitedby

Cntr u (K σ )

(andnotinluding

Cntr u (K σ )

).

Denition 5. We dene the inner of

Cntr (K σ )

(denoted by

Cntr in (K σ )

) to

be the subset dened by (2) above if the yle is ounter-lokwise or to be

the subset dened by (3) if it is lokwise. The outer of

Cntr(K σ )

(denoted

by

Cntr out (K σ )

) is dened to be the subset whih is not the inner nor the

ontrollability itself.

Remark: Notie that an edge in the SPDI may be split into parts by the

ontrollabilitykernel part inside, part onthe kernel and part outside. In

suh ases, we an generate a dierent SPDI, with the same dynamis but

with theedge splitintoparts, suh thateahpart isompletelyinside, onor

outsidethekernel. Althoughthesignatureswillobviouslyhange,itistrivial

toprovethatthe behaviourofthe SPDIremainsidentialtotheoriginal. To

simplify presentation, inthe rest of the paper, we willassume that alledges

are either ompletely inside, on or ompletelyoutside the kernels. We note

that in pratie splittingis not neessary sine we an just onsider parts of

edges.

Proposition 3. Given two edges

e

and

e

, one lying ompletely inside a

ontrollability kernel, and the other outside or on the same ontrollability

kernel, suhthat

ee

isfeasible,thenthere existsapoint ontheontrollability kernel, whih is reahablefrom

e

and from whih

e

is reahable.

Proof. Let

e ⊆ Cntr in (K σ )

. Let us assume that

e ⊆ Cntr (K σ )

; sine

ee

is feasible, by the Jordan urve theorem [Hen79℄, the trajetory must ross

Cntr l (K σ )

or

Cntr u (K σ )

at least one. Assume the rst holds, then there

exists

x ∈ Cntr l (K σ )

suh that

exe

is feasible. If

e ⊆ Cntr out (K σ )

the proof

is onduted in a similar way as the previous ase by using the denition

of ontrollability kernel: every point inside the kernel is reahable from any

other point inthe kernel.

2.4.3 Invariane Kernel

In general,an invariant set is a set of points suh that for any point in the

set, every trajetorystartinginsuhpointremainsintheset foreverand the

invariane kernel is the largest of suh sets. In partiular, for SPDI, given

a yli signature, aninvariant set is a set of points whih keep rotating in

the yle forever and the invariane kernel is the largest of suh sets. More

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Denition6. A set

K

issaidtobe invariantifforany

x ∈ K

thereexistsat

least one trajetory starting in it and every trajetory starting in

x

is viable

in

K

. Given a set

K

, its largest invariant subset is alled the invariane

kernel of

K

and isdenoted by

Inv (K σ )

.

We need some preliminary denitions before showing how to ompute the

kernel. The extended

-predeessor of an output edge

e

of a region

R

is the

set of pointsin

R

suh that every trajetory segment startingin suh point

reahes

e

withouttraversinganyotheredge. More formally,let

R

bearegion

and

e

be anedge in out

(R)

, then the

e

-extended

-predeessor of

I

,

Pre f e (I)

is dened as:

Pre f e (I) = {x | ∀ξ . (ξ(0) = x ⇒ ∃t ≥ 0 . (ξ(t) ∈ I ∧ Sig (ξ[0, t]) = e))}.

It is easy to see that

Pre f σ (I)

is a polygonal subset of the plane whih an

be alulated using the following proedure. First ompute

Pre f e i (I)

for all

1 ≤ i ≤ k

and then apply this operation

k

times:

Pre f σ (I) = S k

i =1 Pre f e i (I i )

with

I 1 = I

,

I k = Pre f e k e 1 (I 1 )

and

I i = Pre f e i e i +1 (I i+1 ),

for

2 ≤ i ≤ k − 1

. We

ompute the invariane kernel of

K σ

asfollows:

Theorem6.If

σ

isSTAYthen

Inv(K σ ) = Pre f σ ( Pre f σ (J))

,otherwise

Inv(K σ ) =

.

Example 9. Fig. 4-(a) shows the unique invariane kernels of the SPDI

given in Example 1.

An interesting property of invariane kernels is that the limitsare inluded

in the invarianekernel, i.e.

[l , u ] ⊆ Inv(K σ )

. In other words:

Proposition 4. The set delimited by the polygons dened by the interval

[l , u ]

is an invariane set of STAY yles.

In [ASY02℄ it has been proved that for

σ

a STAY yle, then (1)

C(σ)

is

invariant and (2) there exists a neighborhood

K

of

C(σ)

suh that any vi-

able trajetory starting in

K

onverges to

C (σ)

. From this, the denition

of invariane kernel and theorem 6 it follows the following result relating

ontrollabilityand invarianekernels.

Proposition 5. If

σ = e 1 . . . e n e 1

is STAY then

Cntr(K σ ) ⊆ Inv(K σ )

.

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Figure 4: (a) Invariane Kernel;(b) All the Kernels

Example 10. Fig. 4-(b) shows the viability, ontrollability and invariane

kernels of the SPDIgivenin Example1. Forany pointin theviability kernel

of a yle there exists a trajetory whih will onverge to its ontrollability

kernel (proposition2). Itispossibletoseein thepiture that

Cntr (·) ⊂ Inv (.)

(proposition 5). All the above pitures has been obtained with the toolbox

SPeeDI

+

[PS06℄.

Inasimilarwayasfortheontrollabilitykernel,wedene

Inv l (K σ )

,

Inv u (K σ )

,

the inner

Inv in (K σ )

and outer

Inv out (K σ )

of aninvarianekernel.

2.5 Semi-Separatrix Curves

In this setionwedene the notionofseparatrix urves,whihare urves on

R 2

disseting the plane into two mutually non-reahable subsets. We relax the notion of separatrix obtaining semi-separatrix urves suh that some

pointsin one set may bereahable fromthe other set, but not vie-versa.

Wedene rst the abovenotions for the plane independently of SPDIs.

Denition 7. Let

K ⊆ R 2

. A separatrix in

K

is a losed urve

γ

parti-

tioning

K

into three sets

K A

,

K B

and

γ

itself, suh that

K A ∩ K B ∩ γ = ∅

,

K = K A ∪ K B ∪ γ

and the following onditions hold:

1. For any point

x 0 ∈ K A

and trajetory

ξ

, with

ξ(0) = x 0

, there is no

t

suh that

ξ(t) ∈ K B

; and

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2. For any point

x 0 ∈ K B

and trajetory

ξ

, with

ξ(0) = x 0

, there is no

t

suh that

ξ(t) ∈ K A

.

If only one of the above onditions holds then we say that the urve is a

semi-separatrix. If only ondition 1 holds, then we say that

K A

is the inner

of

γ

(written

γ in

) and

K B

is the outer of

γ

(written

γ out

). If only ondition

2 holds,

K B

is the inner and

K B

is the outer of

γ

.

Remark: Notie that,asinthe ase of theontrollabilitykernel, anedge of

the SPDI maybesplit intotwoby asemi-separatrixpartinside,and part

outside. As before, we an split the edge into parts, suh that eah part is

ompletely inside,or ompletelyoutside the semi-separatrix.

The set of all the separatries of

R 2

is denoted by

Sep( R 2 )

, or simply

Sep

.

The above notions are extended toSPDIs straightforwardly.

Now,let

σ = e 1 . . . e n e 1

beasimpleyle,

b a i i

(

1 ≤ i ≤ n

)bethe dynamisof

theregionsforwhih

e i

isanentryedgeand

I = [l, u]

andintervalonedge

e 1

.

Rememberthat

Succ e 1 e 2 (I) = F (I ∩ S)∩ J

,where

F = [a 1 l +b 1 , a 2 u +b 2 ]

. Let

l

bethe vetor orrespondingtothe point on

e 1

with loaloordinates

l

and

l

bethe vetor orrespondingtothe pointon

e 2

with loaloordinates

F (l)

(similarly,wedene

u

and

u

for

F (u)

). Wedenerst

Succ b e 1 1 (I ) = {x | l = αx + l, 0 < α < 1}

and

Succ a e 1 1 (I) = {x | u = αx + u, 0 < α < 1}

. Weextend

these denitions in a straight way to any (yli) signature

σ = e 1 . . . e n e 1

,

denoting themby

Succ b σ (I)

and

Succ a σ (I)

,respetively;weanomputethem similarlyasfor

Pre

. Wheneverappliedtothex-point

I = [l , u ]

,wedenote

Succ b σ (I )

and

Succ a σ (I )

by

ξ σ l

and

ξ σ u

respetively. Intuitively,

ξ l σ

(

ξ σ u

)denotes

thepiee-wiseanelosedurvedenedbytheleftmost(rightmost)x-point

l

(

u

).

Weshow now howto identify semi-separatries for simple yles.

Theorem7. GivenanSPDI, let

σ

beasimpleyle,thenthefollowinghold:

1. If

σ

is EXIT-RIGHT then

ξ σ l

is a semi-separatrix urve (ltering tra- jetories from left to right);

2. If

σ

isEXIT-LEFTthen

ξ σ u

is a semi-separatrixurve (ltering traje-

tories from right to left);

3. If

σ

is STAY, then the two polygons dening the invariane kernel

(

Inv l (K σ )

and

Inv u (K σ )

),are semi-separatries.

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leftby

ξ σ l

,whihisapiee-wiseanelosedurve,partitioning

R 2

into

three disjoint sets:

K B

, the right part of

ξ σ l

;

K A

, the left part of

ξ σ l

; and

ξ σ l

itself. By Jordan's theorem, any trajetory may pass from

K B

to

K A

if and only if it ross

ξ l σ

. However, by denition of EXIT-

RIGHT,thisisonlypossiblefrom

K A

to

K B

butnot vie-versa. Hene

ξ σ l

is a semi-separatrixurve.

2. Symmetri tothe previous ase.

3. Follows diretly from the denition of invarianekernel, sine any tra-

jetorywithinitialpointin

Inv(K σ ) ∪ Inv in (K σ )

annotleave

Inv(K σ )

.

If the trajetory yles lokwise it annot traverse

Inv l (K σ )

and if it

yles ounter-lokwise it annot traverse

Inv u (K σ )

. In both ases no

point on

Inv out (K σ )

an be reahed. Symmetrially,trajetories start- ing in

Inv(K σ ) ∪ Inv out (K σ )

annot reah any point on

Inv in (K σ )

.

Remark: In the ase of STAY yles,

ξ σ l

and

ξ σ u

are also semi-separatries.

Notie that in the above result, omputing a semi-separatrix depends only

onone simpleyle,and the orrespondingalgorithmisthenredued tond

simple yles in the SPDI and heking whether it is STAY, EXIT-RIGHT

or EXIT-LEFT.

Example 11. Fig. 5 shows all the semi-separatries of the SPDI given in

Example 1. The small arrows traversing the semi-separatries show the in-

ner and outer of eah semi-separatrix: a trajetory may traverse the semi-

separatrix followingthe diretion of the arrow, but not vie-versa.

The following two results relatefeasible signatures and semi-separatries.

Proposition 6. If, for some semi-separatrix

γ

,

e ∈ γ in

and

e ∈ γ out

, then

the signature

ee

is not feasible.

Proof. Diretly fromthe denition of semi-separatrix.

Proposition 7. If, for some semi-separatrix

γ

, and signature

σ

(of at least

length 2), then, if head

(σ) ∈ γ in

and last

(σ) ∈ γ out

,

σ

is notfeasible.

Proof. The proofproeedsby indutiononsequene

σ

. Thebase ase,when

σ

isoflength2,reduestoproposition6. Now,assumingthattheproposition istrue forsignatures oflength

n

,weare requiredtoprove thatitisalsotrue

for signatures of length

n + 1

. Consider the signature

σ = ee σe ′′

, with

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Case 1:

e ∈ γ in

. Thesignature

e σe ′′

satisestheonditionsandisoflength

n

. Therefore, theindutiveproperty applies,andwean onludethat

e σe ′′

is not feasible. However, sine any extension of an unfeasible

signature is itself unfeasible,itfollows that

σ

is not feasible.

Case 2:

e ∈ γ out

. The signature

ee

is unfeasible by proposition 6. There- fore,being anextensionof

ee

,

σ

isalsounfeasible(proposition1).

3 State-Spae Redution Using Semi-Separatries

Semi-separatriespartitionthe statespaeintotwo parts 3

oneonerosses

suh a border, all states outside the region an be ignored. We present a

tehnique, whih, given an SPDI and a reahability question, enables us to

disard portionsof the state spae basedon this information. The approah

is based onidentifyinginert states(edges in the SPDI) whih annotplaya

role in the reahability analysis.

Denition 8. Given an SPDI

S

, a set of semi-separatries

Γ ⊆ Sep

, a

soure edge

e0

and a destination edge

e1

, an edge

e

is said to be inert if it

lies outside a semi-separatrix inside whih lies

e0

, or it lies inside a semi-

separatrix outside whih lies

e1

:

3

Wedon'tonsiderthesemi-separatrixitself.

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inert

Γ

e 0→e 1 = {e : E | ∃γ ∈ Γ · e0 ∈ γ in ∧ e ∈ γ out }

∪ {e : E | ∃γ ∈ Γ · e1 ∈ γ out ∧ e ∈ γ in }

Weanprovethat theseinertedgesan neverappear inafeasible signature:

Lemma 8. Given an SPDI

S

, a set of semi-separatries

Γ

, a soure edge

e0

and a destination edge

e1

, and a feasible signature

e0σe1

in

S

. No inert

edge from inert

Γ

e0→e1

may appear in

e0σe1

.

Proof. From the denition of inert states, it follows that eitherboth

e0

and

e1

are inert, or neither is. If both are inert, then for some

γ

,

e0 ∈ γ in

and

e1 ∈ γ out

. But if this were so, then

e0σe1

isunfeasible by proposition7. We

an thus onsider onlyinert edges in

σ

.

Let

e

be an inert edge appearing in

σ

. Therefore,

e0σe1 = e0σ 1 eσ 2 e1

. By

denition of inert edges,

e

an either be inert beause (i) it lies outside a

semi-separatrix inside whih lies

e0

, or (ii) it lies inside a semi-separatrix outside whih lies

e1

.

Case 1: Let

γ ∈ Γ

beasemi-separatrixsuhthat

e0 ∈ γ in

and

e ∈ γ out

. But

by proposition 7,

e0σ 1 e

is not feasible. Hene, neither is

e0σ 1 eσ 2 e1

.

Case 2: Let

γ ∈ Γ

be asemi-separatrixsuh that

e ∈ γ in

and

e1 ∈ γ out

. By

proposition 7,

eσ 2 e1

is not feasible, and hene, neitheris

e0σ 1 eσ 2 e1

.

It thus follows that

e0σe1

is not feasible.

Given anSPDI, we an redue the state spae by disarding inert edges.

Denition 9. Givenan SPDI

S

, a set of semi-separatries

Γ

, a soure edge

e0

and a destination edge

e1

, we dene the redued SPDI

S e0→e1 Γ

to be the

same as

S

but without the inert edges.

Clearly, the resultingSPDI is smaller than the originalone.

Proposition 8. For any SPDI

S

, aset of semi-separatries

Γ

, andedges

e0

and

e1

,

S

does not have less edges than

S e Γ 0→e 1

.

Example 12. The shaded (light blue) areas of Fig. 6 (a) and (b) are the

subsets of the SPDI (edges of the reahability graph) eliminated by the re-

dutionpresented in thissetion,whenansweringthe question: Isinterval

I

reahable from

I

?

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I I’

(a)

I’

I

(b)

Figure6: Redution using Semi-separatries

Finally,weprovethathekingreahabilityonthereduedSPDIisequivalent

to hekingreahability onthe original SPDI:

Theorem 9. Given an SPDI

S

, a set of semi-separatries

Γ

, and edges

e0

and

e1

, then,

e1

is reahablefrom

e0

in

S

if and only if

e1

is reahable from

e0

in

S e0→e1 Γ

.

Proof. The proof is split into two parts: that reahability in the redued

SPDI implies reahability in the original automaton (soundness) and vie-

versa (ompleteness).

Soundness: Assume that

e1

is reahable from

e0

in

S e Γ 0→e 1

. Then, there

must exista feasiblesignature

σ

in

S e Γ 0→e 1

whihstarts on

e0

and ends

at

e1

. Sine every SPDI edge in

S e Γ 0→e 1

is alsoin

S

, and the dynamis

of thetwo systemsare idential, itfollows that

σ

isalsoafeasiblepath

in

S

. Therefore,

e1

isalso reahable from

e0

in

S

.

Completeness: Now assume that

e1

is reahable from

e0

in

S

. By deni-

tion of reahability, there exists a feasible signature

e0σe1

in

S

. By

proposition 8, no inert edge may appear in

e0σe1

. Therefore,

e0σe1

is also a feasible signature in

S e Γ 0→e 1

, whih in turn implies that

e1

is

reahable from

e0

in

S e 0→e 1

.

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ity question,we an redue the size of the SPDI to beveried. Thisenables

ustoverify SPDIsmuhmoreeiently. It isimportanttonote thatmodel-

heking an SPDI requires identiation of simple loops, whih means that

the alulation of the semi-separatries is not more expensive than the ini-

tialpassof themodel-hekingalgorithm. Furthermore,wean perform this

analysis onlyone for an SPDI and store the information tobe used in any

reahabilityanalysis onthatSPDI. Redution,however, an onlybeapplied

one we know the soure and destination states.

4 State-Spae Redution Using Kernels

4.1 State-spae redution using kernels

We have already shown that any invariant set, is essentially a pair of semi-

separaties. In partiular, the invariane kernel is a largest invariantset for

apartiularloop,weanuse theresultspresented insetion3toabstrat an

SPDI by using invarianekernels. We nowturn our attention tostate spae

redution using ontrollabilitykernels:

Denition 10. Givenan SPDI

S

, a loop

σ

, a soure edge

e0

and a destina-

tion edge

e1

, an edge

e

issaid to be redundant if it lies on the opposite side

of a ontrollability kernel as both

e0

and

e1

:

redundant

σ

e 0→e 1 = {e : E | ∃e0, e1 ∈ Cntr in (σ) ∪ Cntr (σ) ∧ e ∈ Cntr out (σ)}

∪ {e : E | ∃e0, e1 ∈ Cntr out (σ) ∪ Cntr (σ) ∧ e ∈ Cntr in (σ)}

Wean prove that we an dowithout these edges tohek feasibility:

Lemma 10. Given an SPDI

S

, a loop

σ

, a soure edge

e0

, a destination edge

e1

, and a feasible signature

e0σe1

then there exists a feasible signature

e0σ e1

suh that

σ

ontains no redundant edge from redundant

σ e0→e1

.

Proof. Let

e0σe1

beafeasiblesignaturewhihontainssomeredundantedge

from the set redundant

σ

e 0→e 1

. Without loss of generality, we assume that

e0, e1 ∈ Cntr out (σ) ∪ Cntr(σ)

. Let

f0

and

f 1

be, respetively, the rst and last redundant edges in

σ

. By denition of redundant edges, it follows that

f 0, f 1 ∈ Cntr in (σ)

. The path we are following isthus:

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Sine

f0

(

f 1

)istherst(last)redundantedge,itfollowsthatthelastelement

of

σ 1

(the rst element of

σ 3

) is inside the ontrollability kernel. Using proposition 3, it follows that there exists a point

p

on the ontrollability kernel reahablefrom the lastelementof

σ 1

(apoint

q

onthe ontrollability kernel from whih the rst element of

σ 3

is reahable). Sine all points on

theontrollabilitykernelaremutuallyreahable,itfollowsthat

q

isreahable

from

p

along some disrete path

σ 2

ompletely within the kernel. We have

thusobtained ashorterdisretepath

e0σ 1 σ 2 σ 3 e1

whihisfeasibleand whih

ontains noredundant edges.

GivenanSPDI,weanreduethestatespaebydisardingredundantedges.

Denition 11. Given an SPDI

S

, a loop

σ

, a soure edge

e0

and a desti-

nation edge

e1

, we dene the redued SPDI

S e σ 0→e 1

to be the same as

S

but

without redundant edges.

Clearly, the resultingSPDI is smaller than the originalone.

Proposition9. ForanySPDI

S

,aloop

σ

, asoureedge

e0

andadestination edge

e1

,

S

does not have less edges than

S e0→e1 σ

.

Finally,weprovethathekingreahabilityonthereduedSPDIisequivalent

to hekingreahability onthe original SPDI:

Theorem 11. Givenan SPDI

S

, witha setof loops

σ

, a soure edge

e0

and

a destination edge

e1

, then,

e1

is reahable from

e0

in

S

if and only if

e1

is

reahable from

e0

in

S e σ 0→e 1

.

Proof. The theorem follows immediatelyfrom proposition 10.

Given aloopwhih hasa ontrollabilitykernel, wean thusreduethe state

spae to explore. In pratie, we apply this state spae redution for eah

ontrollability kernel in the SPDI. One a loop in the SPDI is identied, it

is straightforward to apply the redution algorithm.

4.2 Immediate answers to reahability questions

By denition of the ontrollability kernel, any two points inside it are mu-

tually reahable. This an be used to answer ertain reahability questions

simply by inspeting the ontrollability kernel: if both the soure and des-

tination edge lie (possibly partially) within the same ontrollability kernel,

then, there exists atrajetory from the soureto the destination edge.

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