Chance-Constrained System Identification of Nonlinear Discrete Systems with Safety and Stability Guarantees

Abstract

This paper presents a discrete-time nonlinear system identification method while satisfying the stability and safety properties of the system with high probability. An Extreme Learning Machine (ELM) is used with a Gaussian assumption on the function reconstruction error. A quadratically constrained quadratic program (QCQP) is developed with probabilistic safety and stability constraints that are only required to be satisfied at sampled points inside the invariant region. The proposed method is validated using two simulation examples: a two degrees-of-freedom (DoF) robot manipulator with constraints on joint angles whose trajectories are guaranteed to remain inside a safe set and on motion trajectories data of a hand-drawn shape.