A risk analysis framework for real-time control systems

Abstract

We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify a control algorithm. Both approaches are very general and agnostic to the initial control algorithm. We present examples showing that these techniques can be used to analyse the reliability of implementations of non-linear model predictive control algorithms.

v2: Major changes. Corrected several theoretical issues in v1 and recomputed examples