PWR-HYBRID-3/reachability/barrier_lyapunov.m
Dane Sabo 02a675c152 reachability: first per-mode reach tube and barrier-cert attempt
Stand up reachability/ with a hand-rolled zonotope propagator for
linear closed-loop systems (reach_linear.m: axis-aligned box hull,
augmented-matrix integration for the disturbance convolution). Use it
in reach_operation.m to discharge the operation-mode safety obligation:
from a +/-0.1 K box on T_avg, under Q_sg in [85%, 100%]*P0, LQR keeps
T_c within 0.03 K of setpoint over 600 s. Safety band is +/-5 K, so
the obligation is satisfied with five orders of margin.

barrier_lyapunov.m attempts the analytic counterpart via a weighted
Lyapunov function. Sweeping the Qbar(T_c) weight, the best quadratic
barrier allows ~33 K deviation on the gamma level set — still outside
the 5 K safety band. This is a fundamental limitation of quadratic
barriers for anisotropic safety specs (thin-slab safe set in a
precursor-heavy state space). Documented in the file: next step for a
tight analytic certificate is SOS polynomial or polytopic barrier,
which need solvers we don't have locally yet.

reach_linear.m started out with a halfwidth-propagation bug (signed
A_step instead of |A_step|); fixed before commit after noticing the
reach envelope exactly matched the initial box on T_c.

Figures saved to docs/figures/. .mat result files gitignored — they
are regenerated in <1s.

Hacker-Split: first end-to-end per-mode reachability artifact.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-17 12:52:37 -04:00

169 lines
6.8 KiB
Matlab

%% barrier_lyapunov.m — Lyapunov-ellipsoid barrier certificate
%
% For dx/dt = A_cl x + B_w w with A_cl Hurwitz and ||w||_inf <= w_bar:
%
% 1. Solve A_cl' P + P A_cl = -Qbar (Qbar > 0, chosen = I).
% Then V(x) = x' P x is a Lyapunov function for the undisturbed
% system, with dV/dt = -x'x - x'(Qbar-I)x (here Qbar=I gives -x'x).
%
% 2. Under bounded disturbance:
% dV/dt = -x'x + 2 x' P B_w w
% <= -||x||^2 + 2 ||P B_w|| w_bar ||x||.
% dV/dt <= 0 whenever ||x|| >= 2 ||P B_w|| w_bar.
% So the ball B_r := {x : ||x|| <= 2 ||P B_w|| w_bar} contains
% the set where V can still grow. Any level set {V <= c} that
% contains B_r is forward-invariant.
%
% 3. Smallest such c: c* = lambda_max(P) * r^2, where r = 2||P B_w||w_bar.
%
% 4. Safety: the barrier is B(x) = V(x) - gamma, with gamma chosen
% large enough to contain X_entry but small enough that the level
% set stays inside X_safe. We report whether such a gamma exists.
%
% This is an ellipsoidal over-approximation, generally much looser than
% the box/zonotope reach in reach_operation.m, but it gives a *certificate*
% (a closed-form invariant function) rather than just a numerical tube.
clear; clc;
addpath('../plant-model', '../plant-model/controllers');
plant = pke_params();
x_op = pke_initial_conditions(plant);
%% ===== Build A_cl, B_w =====
[A, B, B_w, ~, ~, ~] = pke_linearize(plant, x_op, 0, plant.P0);
Q_lqr = diag([1, 1e-3, 1e-3, 1e-3, 1e-3, 1e-3, 1e-2, 1e-2, 1e2, 1]);
R_lqr = 1e6;
try
K = lqr(A, B, Q_lqr, R_lqr);
catch
[~, ~, K] = icare(A, B, Q_lqr, R_lqr);
end
A_cl = A - B*K;
%% ===== Solve Lyapunov equation =====
% A_cl' P + P A_cl + Qbar = 0. Qbar shaped to weight T_c heavily so the
% resulting ellipsoidal invariant sets are tight in the T_c direction.
% Without shaping, isotropic Qbar = I gives ellipsoids stretched along
% the slow-precursor directions, making the T_c safety bound useless.
Qbar = diag([1, 1e-4, 1e-4, 1e-4, 1e-4, 1e-4, 1e-4, 1, 1e3, 1]);
P = lyap(A_cl.', Qbar);
assert(all(eig(P) > 0), 'P not positive definite');
%% ===== Safety spec (used by sweep and final check) =====
e9 = zeros(10, 1); e9(9) = 1;
delta_safe_Tc = 5.0;
%% ===== Disturbance bound =====
% |w| <= w_bar where w = Q_sg - Q_nom. Take the same 15% down-load as
% reach_operation.m.
w_bar = 0.15 * plant.P0;
% --- Invariant-level computation ---
% dV/dt = -x' Qbar x + 2 x' P B_w w.
% Taking the worst w = w_bar * sign(x' P B_w), the scalar g = x' P B_w:
% dV/dt <= -x' Qbar x + 2 w_bar |g|.
% Let u = P^{1/2} x (so V = ||u||^2). Then |g| = |u' P^{-1/2} P B_w|
% <= ||u|| * ||P^{-1/2} P B_w|| = sqrt(V) * sqrt(B_w' P B_w).
% And x' Qbar x >= lambda_min(P^{-1/2} Qbar P^{-1/2}) * V (call this mu).
% So dV/dt <= -mu V + 2 w_bar sqrt(B_w' P B_w) sqrt(V).
% dV/dt <= 0 whenever sqrt(V) >= 2 w_bar sqrt(B_w' P B_w) / mu,
% i.e. V >= (2 w_bar sqrt(B_w' P B_w) / mu)^2 := c_inv.
%
% This is much tighter than the isotropic ball bound — it uses the fact
% that B_w only pokes one direction of the ellipsoid.
P_half = sqrtm(P);
P_half_inv = inv(P_half);
mu = min(eig(P_half_inv * Qbar * P_half_inv));
g_bound = sqrt(B_w.' * P * B_w); % sqrt(B_w' P B_w)
c_inv = (2 * w_bar * g_bound / mu)^2;
fprintf('\n=== Lyapunov barrier certificate ===\n');
fprintf(' lambda_min(P) = %.3e\n', min(eig(P)));
fprintf(' lambda_max(P) = %.3e\n', max(eig(P)));
fprintf(' sqrt(B_w'' P B_w) = %.3e\n', g_bound);
fprintf(' mu (Qbar eig on P-metric) = %.3e\n', mu);
fprintf(' w_bar (15%% P0) = %.3e W\n', w_bar);
fprintf(' c_inv (invariant level) = %.3e\n', c_inv);
%% ===== Containment of initial set =====
% Initial set: box around x_op with halfwidth delta_entry (matches reach_operation).
delta_entry = [0.01 * x_op(1);
0.001 * abs(x_op(2:7));
0.1; 0.1; 0.1];
% Worst-case V over the initial box: max x'Px = sum over all 2^n corners.
% For small n we could enumerate, but the sharper bound is
% max V(dx) = delta_entry' * |P| * delta_entry
% (elementwise abs of P), which is the L1 energy bound.
c_entry = delta_entry.' * abs(P) * delta_entry;
fprintf('\n c_entry (bound on V over initial box) = %.3e\n', c_entry);
gamma = max(c_entry, c_inv); % barrier level must contain both
fprintf(' gamma (barrier level) = %.3e\n', gamma);
if gamma == c_entry
fprintf(' (initial set drives gamma — invariant piece already inside entry)\n');
else
fprintf(' (disturbance inflation drives gamma)\n');
end
%% ===== Sweep Qbar(9,9) to find the tightest safe barrier =====
% The isotropic Lyapunov bound is conservative because the "slow decay"
% direction dominates mu even when T_c is tightly controlled. Sweep the
% T_c weight to find a Qbar that yields a sub-5K barrier if one exists
% for this LQR design.
fprintf('\n=== Sweeping Qbar(T_c) weight ===\n');
weights = [1e1, 1e2, 1e3, 1e4, 1e5, 1e6];
best_dTc = inf; best_w = NaN; best_gamma = NaN; best_P = [];
for wTc = weights
Qbar_s = Qbar; Qbar_s(9,9) = wTc;
try
Ps = lyap(A_cl.', Qbar_s);
catch
continue
end
if any(eig(Ps) <= 0), continue, end
Ph = sqrtm(Ps); Phi = inv(Ph);
mu_s = min(eig(Phi * Qbar_s * Phi));
g_s = sqrt(B_w.' * Ps * B_w);
ci_s = (2 * w_bar * g_s / mu_s)^2;
ce_s = delta_entry.' * abs(Ps) * delta_entry;
g_s_level = max(ci_s, ce_s);
Pinv_s = inv(Ps);
dTc_s = sqrt(g_s_level * (e9.' * Pinv_s * e9));
fprintf(' Qbar(9,9) = %.0e -> gamma = %.3e, max|dT_c| = %7.3f K\n', ...
wTc, g_s_level, dTc_s);
if dTc_s < best_dTc
best_dTc = dTc_s; best_w = wTc; best_gamma = g_s_level; best_P = Ps;
end
end
fprintf(' Best: Qbar(9,9) = %.0e -> max|dT_c| = %.3f K\n', best_w, best_dTc);
if best_dTc <= delta_safe_Tc
fprintf(' *** TIGHT BARRIER FOUND: V(x) = x.'' P_best x - gamma ***\n');
P = best_P; gamma = best_gamma;
end
%% ===== Safety: does the gamma-level set fit inside X_safe? =====
% X_safe = { x : |T_c - T_c0| <= 5 K }, i.e. |e_9.' * dx| <= 5.
% Max |e_9.' * dx| over {dx : dx' P dx <= gamma} is sqrt(gamma * e_9' P^-1 e_9).
Pinv = inv(P);
max_dTc_on_ellipsoid = sqrt(gamma * (e9.' * Pinv * e9));
fprintf('\n=== Safety check on T_c ===\n');
fprintf(' Max |dT_c| on gamma-ellipsoid = %.3f K\n', max_dTc_on_ellipsoid);
fprintf(' Safe band = +/- %.1f K\n', delta_safe_Tc);
if max_dTc_on_ellipsoid <= delta_safe_Tc
fprintf(' BARRIER VALID: V(x) = x.''Px - %.3e certifies T_c safety.\n', gamma);
else
fprintf(' *** BARRIER TOO LOOSE *** - ellipsoid reach into unsafe region.\n');
fprintf(' Try a tighter LQR (bigger Q_Tc or smaller R) or tighter X_entry.\n');
end
save(fullfile('.', 'barrier_lyapunov_result.mat'), ...
'P', 'gamma', 'c_entry', 'c_inv', 'w_bar', 'K', 'A_cl', 'delta_entry', ...
'max_dTc_on_ellipsoid', 'delta_safe_Tc', '-v7');
fprintf('\nSaved barrier to ./barrier_lyapunov_result.mat\n');