SReachTools: A MATLAB stochastic reachability toolbox
Abraham P. Vinod, Joseph D. Gleason, Meeko Oishi · 2019
In this demo, we present SReachTools, an open-source MATLAB toolbox for performing stochastic reachability of linear, potentially time-varying, discrete-time systems that are perturbed by a stochastic disturbance [8]. The toolbox addresses the problem of stochastic reachability of a target tube, which also encompasses the terminal-time hitting reach-avoid [7] and viability problems [1]. As illustrated in Figure 1, the stochastic reachability of a target tube problem maximizes the likelihood that the state of a stochastic system will remain within a collection of time-varying target sets for a give time horizon, while respecting the system dynamics and bounded control authority [9]. We are interested in the computation of the stochastic reach set, denoted by LSR(α), which is the set of initial states that satisfy the reach/safety specification with a likelihood above α, and the associated optimal, admissible controller.