Computer Science Department
School of Computer Science, Carnegie Mellon University


Bayesian Statistical Model Checking with
Application to Statefow/Simulink Verification

Paolo Zuliani, André Platzer, Edmund M. Clarke

January 2010


Keywords: Probabilistic model checking, hybrid systems, fault tolerant, stochastic systems, Bayesian statistics, statistical model checking

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 novel Statistical Model Checking (SMC) approach based on Bayesian statistics. We show that our approach is feasible for 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 or estimation. 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, while retaining the same error bounds. We emphasize that Bayesian SMC is by no means restricted to Stateflow/Simulink models: we have in fact successfully applied it to very large stochastic models from Systems Biology.

26 pages

Return to: SCS Technical Report Collection
School of Computer Science

This page maintained by