Skip to main content
Erschienen in: Formal Methods in System Design 2/2013

01.10.2013

Bayesian statistical model checking with application to Stateflow/Simulink verification

verfasst von: Paolo Zuliani, André Platzer, Edmund M. Clarke

Erschienen in: Formal Methods in System Design | Ausgabe 2/2013

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

We address the problem of model checking stochastic systems, i.e., checking whether a stochastic system satisfies a certain temporal property with a probability greater (or smaller) than a fixed threshold. In particular, we present a Statistical Model Checking (SMC) approach based on Bayesian statistics. We show that our approach is feasible for a certain class of hybrid systems with stochastic transitions, a generalization of Simulink/Stateflow models. Standard approaches to stochastic discrete systems require numerical solutions for large optimization problems and quickly become infeasible with larger state spaces. Generalizations of these techniques to hybrid systems with stochastic effects are even more challenging. The SMC approach was pioneered by Younes and Simmons in the discrete and non-Bayesian case. It solves the verification problem by combining randomized sampling of system traces (which is very efficient for Simulink/Stateflow) with hypothesis testing (i.e., testing against a probability threshold) or estimation (i.e., computing with high probability a value close to the true probability). We believe SMC is essential for scaling up to large Stateflow/Simulink models. While the answer to the verification problem is not guaranteed to be correct, we prove that Bayesian SMC can make the probability of giving a wrong answer arbitrarily small. The advantage is that answers can usually be obtained much faster than with standard, exhaustive model checking techniques. We apply our Bayesian SMC approach to a representative example of stochastic discrete-time hybrid system models in Stateflow/Simulink: a fuel control system featuring hybrid behavior and fault tolerance. We show that our technique enables faster verification than state-of-the-art statistical techniques. We emphasize that Bayesian SMC is by no means restricted to Stateflow/Simulink models. It is in principle applicable to a variety of stochastic models from other domains, e.g., systems biology.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Anhänge
Nur mit Berechtigung zugänglich
Fußnoten
2
A distribution P(θ) is said to be a conjugate prior for a likelihood function, P(d|θ), if the posterior, P(θ|d) is in the same family of distributions.
 
4
A simple hypothesis completely specifies a distribution. For example, a Bernoulli distribution of parameter p is fully specified by the hypothesis p=0.3 (or some other numerical value). A composite hypothesis, instead, still leaves the free parameter p in the distribution. This results, e.g., in a family of Bernoulli distributions with parameter p<0.3.
 
Literatur
1.
Zurück zum Zitat Alur R, Courcoubetis C, Dill D (1991) Model-checking for probabilistic real-time systems. In: ICALP. LNCS, vol 510, pp 115–126 Alur R, Courcoubetis C, Dill D (1991) Model-checking for probabilistic real-time systems. In: ICALP. LNCS, vol 510, pp 115–126
2.
Zurück zum Zitat Baier C, Clarke EM, Hartonas-Garmhausen V, Kwiatkowska MZ, Ryan M (1997) Symbolic model checking for probabilistic processes. In: ICALP. LNCS, vol 1256, pp 430–440 Baier C, Clarke EM, Hartonas-Garmhausen V, Kwiatkowska MZ, Ryan M (1997) Symbolic model checking for probabilistic processes. In: ICALP. LNCS, vol 1256, pp 430–440
3.
Zurück zum Zitat Baier C, Haverkort BR, Hermanns H, Katoen J-P (2003) Model-checking algorithms for continuous-time Markov chains. IEEE Trans Softw Eng 29(6):524–541 CrossRef Baier C, Haverkort BR, Hermanns H, Katoen J-P (2003) Model-checking algorithms for continuous-time Markov chains. IEEE Trans Softw Eng 29(6):524–541 CrossRef
4.
Zurück zum Zitat Beals R, Wong R (2010) Special functions. Cambridge University Press, Cambridge MATH Beals R, Wong R (2010) Special functions. Cambridge University Press, Cambridge MATH
5.
Zurück zum Zitat Bechhofer R (1960) A note on the limiting relative efficiency of the Wald sequential probability ratio test. J Am Stat Assoc 55:660–663 MathSciNetCrossRefMATH Bechhofer R (1960) A note on the limiting relative efficiency of the Wald sequential probability ratio test. J Am Stat Assoc 55:660–663 MathSciNetCrossRefMATH
6.
Zurück zum Zitat Bujorianu ML, Lygeros J (2006) Towards a general theory of stochastic hybrid systems. In: Blom HAP, Lygeros J (eds) Stochastic hybrid systems: theory and safety critical applications. Lecture notes contr inf, vol 337. Springer, Berlin, pp 3–30 CrossRef Bujorianu ML, Lygeros J (2006) Towards a general theory of stochastic hybrid systems. In: Blom HAP, Lygeros J (eds) Stochastic hybrid systems: theory and safety critical applications. Lecture notes contr inf, vol 337. Springer, Berlin, pp 3–30 CrossRef
7.
Zurück zum Zitat Carlin BP, Louis TA (2009) Bayesian methods for data analysis, 3rd edn. CRC Press, Boca Raton Carlin BP, Louis TA (2009) Bayesian methods for data analysis, 3rd edn. CRC Press, Boca Raton
8.
Zurück zum Zitat Cassandras CG, Lygeros J (eds) (2006) Stochastic hybrid systems. CRC Press, Boca Raton Cassandras CG, Lygeros J (eds) (2006) Stochastic hybrid systems. CRC Press, Boca Raton
9.
Zurück zum Zitat Chadha R, Viswanathan M (2010) A counterexample-guided abstraction-refinement framework for Markov decision processes. ACM Trans Comput Log 12(1):1 MathSciNetCrossRef Chadha R, Viswanathan M (2010) A counterexample-guided abstraction-refinement framework for Markov decision processes. ACM Trans Comput Log 12(1):1 MathSciNetCrossRef
10.
Zurück zum Zitat Chow YS, Robbins H (1965) On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Ann Math Stat 36(2):457–462 MathSciNetCrossRefMATH Chow YS, Robbins H (1965) On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Ann Math Stat 36(2):457–462 MathSciNetCrossRefMATH
11.
Zurück zum Zitat Ciesinski F, Größer M (2004) On probabilistic computation tree logic. In: Validation of stochastic systems. LNCS, vol 2925. Springer, Berlin, pp 147–188 CrossRef Ciesinski F, Größer M (2004) On probabilistic computation tree logic. In: Validation of stochastic systems. LNCS, vol 2925. Springer, Berlin, pp 147–188 CrossRef
12.
Zurück zum Zitat Cohn DL (1994) Measure theory. Birkhäuser, Basel Cohn DL (1994) Measure theory. Birkhäuser, Basel
15.
Zurück zum Zitat Diaconis P, Ylvisaker D (1985) Quantifying prior opinion. In: Bayesian statistics 2: 2nd Valencia international meeting. Elsevier, Amsterdam, pp 133–156 Diaconis P, Ylvisaker D (1985) Quantifying prior opinion. In: Bayesian statistics 2: 2nd Valencia international meeting. Elsevier, Amsterdam, pp 133–156
16.
Zurück zum Zitat Finkbeiner B, Sipma H (2001) Checking finite traces using alternating automata. In: Runtime verification (RV’01). ENTCS, vol 55, pp 44–60 Finkbeiner B, Sipma H (2001) Checking finite traces using alternating automata. In: Runtime verification (RV’01). ENTCS, vol 55, pp 44–60
17.
Zurück zum Zitat Gelman A, Carlin JB, Stern HS, Rubin DB (1997) Bayesian data analysis. Chapman & Hall, London Gelman A, Carlin JB, Stern HS, Rubin DB (1997) Bayesian data analysis. Chapman & Hall, London
18.
19.
Zurück zum Zitat Gillespie DT (1976) A general method for numerically simulating the stochastic time evolution of coupled chemical reactions. J Comput Phys 22(4):403–434 MathSciNetCrossRef Gillespie DT (1976) A general method for numerically simulating the stochastic time evolution of coupled chemical reactions. J Comput Phys 22(4):403–434 MathSciNetCrossRef
20.
Zurück zum Zitat Gong H, Zuliani P, Komuravelli A, Faeder JR, Clarke EM (2010) Analysis and verification of the HMGB1 signaling pathway. BMC Bioinform 11(S7):S10 CrossRef Gong H, Zuliani P, Komuravelli A, Faeder JR, Clarke EM (2010) Analysis and verification of the HMGB1 signaling pathway. BMC Bioinform 11(S7):S10 CrossRef
21.
Zurück zum Zitat Grosu R, Smolka S (2005) Monte Carlo model checking. In: TACAS. LNCS, vol 3440, pp 271–286 Grosu R, Smolka S (2005) Monte Carlo model checking. In: TACAS. LNCS, vol 3440, pp 271–286
22.
Zurück zum Zitat Hahn EM, Hermanns H, Wachter B, Zhang L (2009) INFAMY: an infinite-state Markov model checker. In: CAV, pp 641–647 Hahn EM, Hermanns H, Wachter B, Zhang L (2009) INFAMY: an infinite-state Markov model checker. In: CAV, pp 641–647
23.
Zurück zum Zitat Hansson H, Jonsson B (1994) A logic for reasoning about time and reliability. Form Asp Comput 6(5):512–535 CrossRefMATH Hansson H, Jonsson B (1994) A logic for reasoning about time and reliability. Form Asp Comput 6(5):512–535 CrossRefMATH
24.
Zurück zum Zitat Henriques D, Martins J, Zuliani P, Platzer A, Clarke EM (2012) Statistical model checking for Markov decision processes. In: QEST 2012: Proceedings of the 9th international conference on quantitative evaluation of systems. IEEE Press, New York, pp 84–93 CrossRef Henriques D, Martins J, Zuliani P, Platzer A, Clarke EM (2012) Statistical model checking for Markov decision processes. In: QEST 2012: Proceedings of the 9th international conference on quantitative evaluation of systems. IEEE Press, New York, pp 84–93 CrossRef
25.
Zurück zum Zitat Hérault T, Lassaigne R, Magniette F, Peyronnet S (2004) Approximate probabilistic model checking. In: VMCAI. LNCS, vol 2937, pp 73–84 Hérault T, Lassaigne R, Magniette F, Peyronnet S (2004) Approximate probabilistic model checking. In: VMCAI. LNCS, vol 2937, pp 73–84
26.
Zurück zum Zitat Hlavacek WS, Faeder JR, Blinov ML, Posner RG, Hucka M, Fontana W (2006) Rules for modeling signal-transduction system. Sci STKE 18(344):re6 Hlavacek WS, Faeder JR, Blinov ML, Posner RG, Hucka M, Fontana W (2006) Rules for modeling signal-transduction system. Sci STKE 18(344):re6
27.
28.
Zurück zum Zitat Jeffreys H (1961) Theory of probability. Clarendon, Oxford MATH Jeffreys H (1961) Theory of probability. Clarendon, Oxford MATH
29.
Zurück zum Zitat Jha SK, Clarke EM, Langmead CJ, Legay A, Platzer A, Zuliani P (2009) A Bayesian approach to model checking biological systems. In: CMSB. LNCS, vol 5688, pp 218–234 Jha SK, Clarke EM, Langmead CJ, Legay A, Platzer A, Zuliani P (2009) A Bayesian approach to model checking biological systems. In: CMSB. LNCS, vol 5688, pp 218–234
30.
Zurück zum Zitat Koymans R (1990) Specifying real-time properties with metric temporal logic. Real-Time Syst 2(4):255–299 CrossRef Koymans R (1990) Specifying real-time properties with metric temporal logic. Real-Time Syst 2(4):255–299 CrossRef
31.
Zurück zum Zitat Kwiatkowska M, Norman G, Parker D (2011) PRISM 4.0: verification of probabilistic real-time systems. In: CAV. LNCS, vol 6806, pp 585–591 Kwiatkowska M, Norman G, Parker D (2011) PRISM 4.0: verification of probabilistic real-time systems. In: CAV. LNCS, vol 6806, pp 585–591
32.
Zurück zum Zitat Kwiatkowska MZ, Norman G, Parker D (2006) Symmetry reduction for probabilistic model checking. In: CAV. LNCS, vol 4144, pp 234–248 Kwiatkowska MZ, Norman G, Parker D (2006) Symmetry reduction for probabilistic model checking. In: CAV. LNCS, vol 4144, pp 234–248
33.
Zurück zum Zitat Langmead CJ (2009) Generalized queries and Bayesian statistical model checking in dynamic Bayesian networks: application to personalized medicine. In: CSB, pp 201–212 Langmead CJ (2009) Generalized queries and Bayesian statistical model checking in dynamic Bayesian networks: application to personalized medicine. In: CSB, pp 201–212
34.
Zurück zum Zitat Maler O, Nickovic D (2004) Monitoring temporal properties of continuous signals. In: FORMATS. LNCS, vol 3253, pp 152–166 Maler O, Nickovic D (2004) Monitoring temporal properties of continuous signals. In: FORMATS. LNCS, vol 3253, pp 152–166
35.
Zurück zum Zitat Meseguer J, Sharykin R (2006) Specification and analysis of distributed object-based stochastic hybrid systems. In: Hespanha JP, Tiwari A (eds) HSCC, vol 3927. Springer, Berlin, pp 460–475 Meseguer J, Sharykin R (2006) Specification and analysis of distributed object-based stochastic hybrid systems. In: Hespanha JP, Tiwari A (eds) HSCC, vol 3927. Springer, Berlin, pp 460–475
36.
Zurück zum Zitat Ouaknine J, Worrell J (2008) Some recent results in metric temporal logic. In: Proc of FORMATS. LNCS, vol 5215, pp 1–13 Ouaknine J, Worrell J (2008) Some recent results in metric temporal logic. In: Proc of FORMATS. LNCS, vol 5215, pp 1–13
37.
Zurück zum Zitat Platzer A (2011) Stochastic differential dynamic logic for stochastic hybrid programs. In: Bjørner N, Sofronie-Stokkermans V (eds) CADE. LNCS, vol 6803. Springer, Berlin, pp 431–445 Platzer A (2011) Stochastic differential dynamic logic for stochastic hybrid programs. In: Bjørner N, Sofronie-Stokkermans V (eds) CADE. LNCS, vol 6803. Springer, Berlin, pp 431–445
38.
Zurück zum Zitat Pnueli A (1977) The temporal logic of programs. In: FOCS. IEEE Press, New York, pp 46–57 Pnueli A (1977) The temporal logic of programs. In: FOCS. IEEE Press, New York, pp 46–57
39.
Zurück zum Zitat Robert CP (2001) The Bayesian choice. Springer, Berlin MATH Robert CP (2001) The Bayesian choice. Springer, Berlin MATH
40.
Zurück zum Zitat Rubinstein RY, Kroese DP (2008) Simulation and the Monte Carlo method. Wiley, New York MATH Rubinstein RY, Kroese DP (2008) Simulation and the Monte Carlo method. Wiley, New York MATH
41.
Zurück zum Zitat Sen K, Viswanathan M, Agha G (2004) Statistical model checking of black-box probabilistic systems. In: CAV. LNCS, vol 3114, pp 202–215 Sen K, Viswanathan M, Agha G (2004) Statistical model checking of black-box probabilistic systems. In: CAV. LNCS, vol 3114, pp 202–215
42.
Zurück zum Zitat Sen K, Viswanathan M, Agha G (2005) On statistical model checking of stochastic systems. In: CAV. LNCS, vol 3576, pp 266–280 Sen K, Viswanathan M, Agha G (2005) On statistical model checking of stochastic systems. In: CAV. LNCS, vol 3576, pp 266–280
43.
44.
Zurück zum Zitat Tiwari A (2002) Formal semantics and analysis methods for Simulink Stateflow models. Technical report, SRI International Tiwari A (2002) Formal semantics and analysis methods for Simulink Stateflow models. Technical report, SRI International
45.
Zurück zum Zitat Tiwari A (2008) Abstractions for hybrid systems. Form Methods Syst Des 32(1):57–83 CrossRefMATH Tiwari A (2008) Abstractions for hybrid systems. Form Methods Syst Des 32(1):57–83 CrossRefMATH
47.
Zurück zum Zitat Wang Y-C, Komuravelli A, Zuliani P, Clarke EM (2011) Analog circuit verification by statistical model checking. In: ASP-DAC 2011: Proceedings of the 16th Asia and South Pacific design automation conference. IEEE Press, New York, pp 1–6 CrossRef Wang Y-C, Komuravelli A, Zuliani P, Clarke EM (2011) Analog circuit verification by statistical model checking. In: ASP-DAC 2011: Proceedings of the 16th Asia and South Pacific design automation conference. IEEE Press, New York, pp 1–6 CrossRef
48.
Zurück zum Zitat Younes HLS, Kwiatkowska MZ, Norman G, Parker D (2006) Numerical vs statistical probabilistic model checking. Int J Softw Tools Technol Transf 8(3):216–228 CrossRef Younes HLS, Kwiatkowska MZ, Norman G, Parker D (2006) Numerical vs statistical probabilistic model checking. Int J Softw Tools Technol Transf 8(3):216–228 CrossRef
49.
Zurück zum Zitat Younes HLS, Musliner DJ (2002) Probabilistic plan verification through acceptance sampling. In: AIPS workshop on planning via model checking, pp 81–88 Younes HLS, Musliner DJ (2002) Probabilistic plan verification through acceptance sampling. In: AIPS workshop on planning via model checking, pp 81–88
50.
Zurück zum Zitat Younes HLS, Simmons RG (2006) Statistical probabilistic model checking with a focus on time-bounded properties. Inf Comput 204(9):1368–1409 MathSciNetCrossRefMATH Younes HLS, Simmons RG (2006) Statistical probabilistic model checking with a focus on time-bounded properties. Inf Comput 204(9):1368–1409 MathSciNetCrossRefMATH
51.
Zurück zum Zitat Yu PS, Krishna CM, Lee Y-H (1988) Optimal design and sequential analysis of VLSI testing strategy. IEEE Trans Comput 37(3):339–347 CrossRef Yu PS, Krishna CM, Lee Y-H (1988) Optimal design and sequential analysis of VLSI testing strategy. IEEE Trans Comput 37(3):339–347 CrossRef
52.
Zurück zum Zitat Zuliani P, Platzer A, Clarke EM (2010) Bayesian statistical model checking with application to Stateflow/Simulink verification. Technical report CMU-CS-10-100, Computer Science Department, Carnegie Mellon University Zuliani P, Platzer A, Clarke EM (2010) Bayesian statistical model checking with application to Stateflow/Simulink verification. Technical report CMU-CS-10-100, Computer Science Department, Carnegie Mellon University
Metadaten
Titel
Bayesian statistical model checking with application to Stateflow/Simulink verification
verfasst von
Paolo Zuliani
André Platzer
Edmund M. Clarke
Publikationsdatum
01.10.2013
Verlag
Springer US
Erschienen in
Formal Methods in System Design / Ausgabe 2/2013
Print ISSN: 0925-9856
Elektronische ISSN: 1572-8102
DOI
https://doi.org/10.1007/s10703-013-0195-3

Weitere Artikel der Ausgabe 2/2013

Formal Methods in System Design 2/2013 Zur Ausgabe

Premium Partner