Nonconvex Scenario Optimization for Data-Driven Reachability

Many of the popular reachability analysis methods rely on the existence of system models. When system dynamics are uncertain or unknown, data-driven techniques must be utilized instead. In this paper, we propose an approach to data-driven reachability that provides a probabilistic guarantee of correctness for these systems through nonconvex scenario optimization. We pose the problem of finding reachable sets directly from data as a chance-constrained optimization problem, and present two algorithms for estimating nonconvex reachable sets: (1) through the union of partition cells and (2) through the sum of radial basis functions. Additionally, we investigate numerical examples to demonstrate the capability and applicability of the introduced methods to provide nonconvex reachable set approximations.