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PCA-DDReach: Efficient Statistical Reachability Analysis of Stochastic Dynamical Systems via Principal Component Analysis
Proceedings of the International Conference on Neuro-symbolic Systems, PMLR 288:693-707, 2025.
Abstract
This paper proposes a scalable data-driven algorithm for reachability analysis of complex cyber-physical systems (CPS) without requiring parametric models. Traditional methods rely on known physical dynamics, which are often unavailable due to system complexity or variability. Instead, we treat such systems as black boxes and use trajectory data to learn predictive models. To quantify prediction uncertainty and ensure safety, we integrate conformal inference (CI) — a statistical tool for probabilistic guarantees — with Principal Component Analysis (PCA) to reduce conservatism and enhance scalability. Our method constructs probabilistic reachable sets that are less conservative under distribution shifts compared to prior CI-based methods. We validate the approach on high-dimensional systems, including a 12D quadcopter and a 27D powertrain model, demonstrating improved accuracy and computational efficiency over existing techniques.