Decoding Output Sequences for Discrete-Time Linear Hybrid Systems.

Abstract

In this paper, we study the “decoding” problem for discrete-time, stochastic hybrid systems with linear dynamics in each mode. Given an output trace of the system, the decoding problem seeks to construct a sequence of modes and states that yield a trace “as close as possible” to the original output trace. The decoding problem generalizes the state estimation problem, and is applicable to hybrid systems with non-determinism. The decoding problem is NP-complete, and can be reduced to solving a mixed-integer linear program (MILP). In this paper, we decompose the decoding problem into two parts: (a) finding a sequence of discrete modes and transitions; and (b) finding corresponding continuous states for the mode/transition sequence. In particular, once a sequence of modes/transitions is fixed, the problem of “filling in” the continuous states is performed by a linear programming problem. In order to support the decomposition, we “cover” the set of all possible mode/transition sequences by a finite subset. We use well-known probabilistic arguments to justify a choice of cover with high confidence and design randomized algorithms for finding such covers. Our approach is demonstrated on a series of benchmarks, wherein we observe that relatively tiny fraction of the possible mode/transition sequences can be used as a cover. Furthermore, we show that the resulting linear programs can be solved rapidly by exploiting the tree structure of the set cover.