Data-Driven Hamiltonian for Direct Construction of Safe Set from Trajectory Data

Abstract: In continuous-time optimal control, evaluating the Hamiltonian requires solving a constrained optimization problem using the system's dynamics model. Hamilton-Jacobi reachability analysis for safety verification has demonstrated practical utility only when efficient evaluation of the Hamiltonian over a large state-time grid is possible. In this study, we introduce the concept of a data-driven Hamiltonian (DDH), which circumvents the need for an explicit dynamics model by relying only on mild prior knowledge (e.g., Lipschitz constants), thus enabling the construction of reachable sets directly from trajectory data. Recognizing that the Hamiltonian is the optimal inner product between a given costate and realizable state velocities, the DDH estimates the Hamiltonian using the worst-case realization of the velocity field based on the observed state trajectory data. This formulation ensures a conservative approximation of the true Hamiltonian for uncertain dynamics. The reachable set computed based on the DDH is also ensured to be a conservative approximation of the true reachable set. Next, we propose a data-efficient safe experiment framework for gradual expansion of safe sets using the DDH. This is achieved by iteratively conducting experiments within the computed data-driven safe set and updating the set using newly collected trajectory data. To demonstrate the capabilities of our approach, we showcase its effectiveness in safe flight envelope expansion for a tiltrotor vehicle transitioning from near-hover to forward flight.