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Dissimilarity for Linear Dynamical Systems

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Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems (QEST+FORMATS 2024)

Abstract

We introduce backward dissimilarity (BD) for discrete-time linear dynamical systems (LDS), which relaxes existing notions of bisimulations by allowing for approximate comparisons. BD is an invariant property stating that the difference along the evolution of the dynamics governing two state variables is bounded by a constant, which we call dissimilarity. We demonstrate the applicability of BD in a simple case study and showcase its use concerning: (i) robust model comparison; (ii) approximate model reduction; and (iii) approximate data recovery. Our main technical contribution is a policy-iteration algorithm to compute BDs. Using a prototype implementation, we apply it to benchmarks from network science and discrete-time Markov chains and compare it against a related notion of bisimulation for linear control systems.

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Notes

  1. 1.

    The matrix A was obtained by discretizing the original model [24, Eq. 8] with time step \(10^{-2}\) and by additionally perturbing the matrix entries in the order of \(10^{-3}\), to replicate a typical real-case scenario where fragile model symmetries do not occur.

  2. 2.

    The choice of \(\lambda \) is justified by \(\max ( \Vert A \Vert _{\infty } , \Vert B \Vert _{\infty } ) < 1\).

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Acknowledgments

This work was partially supported by Poul Due Jensen Foundation grant no. 883901; the S40S Villum Investigator Grant nr. 37819 from Villum Fonden, the Fsc regional Tuscan project AUTOXAI2 J53D21003810008, the project SERICS (PE00000014) and the Tuscany Health Ecosystem (THE) project with CUP B83C22003920001, under the MUR National Recovery and Resilience Plan funded by the European Union - NextGenerationEU.

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Bacci, G. et al. (2024). Dissimilarity for Linear Dynamical Systems. In: Hillston, J., Soudjani, S., Waga, M. (eds) Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems. QEST+FORMATS 2024. Lecture Notes in Computer Science, vol 14996. Springer, Cham. https://doi.org/10.1007/978-3-031-68416-6_8

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