Reachability Analysis of Nonlinear Systems Using Trajectory Piecewise
Linearized Models
Zhi Han and Bruce H. Krogh
Abstract— This paper presents a method to compute over-
approximations of the reach set for nonlinear dynamic systems
using trajectory piecewise linearized (TPWL) models. Based
on existing methods for reachability analysis of linear dynamic
systems, the method makes it possible to analyze high-order
nonlinear dynamic systems. The effectiveness of the method
is illustrated by transient stability assessments of a three-
machine electric power network and a ten-machine electric
power network.
I. I NTRODUCTION
Reachability analysis is an essential problem in formal
verification of continuous and hybrid models of embedded
control systems. The aim of reachability analysis is to
compute the set of reachable states (the reach set) in the state
space for a given model and a set of initial states. Verification
results are then obtained from the computed reach set. The
application of reachability analysis has been limited by the
order of the state space of the model, but recent use of
reduced-order models [9], [1] and use of zonotopes [6] have
made it possible to compute reach sets for relatively high-
order linear dynamic systems.
Reachability analysis of nonlinear systems remains a diffi-
cult problem for systems of any order. Unlike linear systems,
nonlinear systems can exhibit very complex behaviors for
even low-order models, which makes it difficult to analyze
them using current computational methods. In addition, non-
linear models from practical applications can be high-order,
e.g., the nonlinear models of electric power networks, which
makes the reach set computation even harder, if feasible at
all.
In this paper, we propose the use of trajectory piecewise
linearized (TPWL) models to extend computational methods
for reachability analysis of linear systems to nonlinear sys-
tems. TPWL models are piecewise linear models obtained
by linearizing the nonlinear dynamics of a system at several
points along a trajectory or a set of trajectories [16], [5].
Our method works as follows. First a nominal initial state is
picked from the initial set. Then a TPWL model is created
along the nominal trajectory and the reach set is computed
using the TPWL model. The error introduced by linearization
is then incorporated by ‘bloating’ the reach set to guarantee
conservativeness [15], [7], [1]. The recent advances in reach-
ability analysis for linear systems makes it possible to apply
this approach to high-order nonlinear system models, e.g.,
the ten-machine power network in section V.
Z. Han and B. H. Krogh are with Department of Electrical and Computer
Engineering, Carnegie Mellon University, 5000 Forbes Ave., Pittsburgh, PA
15213. Email: {zhih|krogh}@ece.cmu.edu
A number of reachability analysis methods for nonlinear
dynamic systems have been reported in the literature. The
methods presented in [1], [10] partition the state space into
a finite set of cells and then approximate the nonlinear
dynamics by linear or constant differential inclusions for
each cell. For high-order models the number of cells is
prohibitively large; construction of the partition consumes a
large amount of computation time and memory. The method
presented in this paper avoids the partition of the whole
state space by constructing the TPWL model on the fly; the
linearized models are computed as the reach set computation
is carried out.
This paper is organized as follows. Section II introduces
basic concepts and notation. Section III presents the main
approach for reach set computation of nonlinear systems.
Section IV discusses the problem of estimating bounds
on the error caused by piecewise linearization. Section V
presents the application of the proposed method to assess
the first-swing stability of two electric power systems, one
with 3 generators (a 6th -order nonlinear system) and one
with 10 generators (a 20th -order nonlinear system). The
concluding section summarizes the contribution of the paper
and discusses current research directions.
II. P RELIMINARIES
This paper considers nonlinear dynamic systems modeled
by nonlinear state equations of the form
S : ẋ = f (x), (1)
where the set of initial states is given by X0 = {x|x =
Φ0 w + γ0 , w ∈ Pw } ⊆ Rn , Φ0 ∈ Rn×p , γ0 ∈ Rn and
Pw ⊆ Rp , p ≤ n is a polytope satisfying 0 ∈ Pw and
supw∈Pw kwk ≤ 1. The norm k · k used in this paper is
the infinity norm. We represent X0 with hΦ0 , γ0 , Pw i, which
we call the affine representation. Note that γ0 ∈ X0 . We
call γ0 the nominal initial state. Also note that any polytope
can be converted to the appropriate affine representation by
choosing appropriate γ0 and Φ0 .
Given a polytope hΦ, γ, Pw i, if a set X satisfies
dist(X , hΦ, γ, Pw i) ≤ δ, where dist(·, ·) is the Hausdorff
distance, then X ⊆ hΦ, γ, Pw i ⊕ Bδ , where ⊕ is the
Minkowski sum and Bδ = {x|kxk ≤ δ, x ∈ Rn } is
a square hyper-box. The size δ of the hyper-box Bδ is
called the bloating factor. To simplify the notation we
represent hΦ, γ, Pw i ⊕ Bδ with hΦ, γ, Pw , δi, which we call
the approximate affine representation.
We assume that (1) has a unique solution for every initial
state x(0) ∈ X0 . The reach set at time t of the nonlinear
dynamic system S for a set of initial states X0 is defined as
the set Reach(S, X0 , t) = {x|x = χ(t) where χ : [0, t] →
Rn , χ(0) ∈ X0 and ∀s ∈ [0, t] : χ̇(s) = f (χ(s))}. The reach
set of the system over the time S interval [t1 , t2 ] is defined
as Reach(S, X0 , [t1 , t2 ]) = t∈[t1 ,t2 ] Reach(S, X0 , t). We
simply write Reach(t) and Reach([t1 , t2 ]) if other param-
eters are clear from the context. For a given time sequence
t1 , t2 , . . ., tk , the reach set at a time point tk is written as
Xk as a short-hand for Reach(tk ).
A. TPWL Models
For system S in (1), let γ(·) be the nominal trajectory, i.e.,
the trajectory from the nominal initial state γ0 . Choosing n
points on the trajectory γ1 = γ(t1 ), . . ., γn = γ(tN ) where
0 = t0 ≤ t1 ≤ . . . ≤ tN , a TPWL model of S along
the nominal trajectory γ(·) is the linear time-varying system
defined as
¯
∂f ¯¯
Sγl : ẋ(t) = (x(t)−γk−1 )+f (γk−1 ), t ∈ [tk−1 , tk ]
∂x ¯γk−1
(2)
where xk−1 = γk−1 , 0 = t0 < t1 < . . . < tN , k =
1, . . . , N .
Throughout the paper we neglect the numeric error caused
by round-off and focus on the error introduced by lineariza-
tion. In practice the TPWL models are generated on the
fly. Initially t = t0 and γkl = γ0 . At each time tk the
nominal state of the system γkl is chosen and then the
TPWL model Sγl l is computed for the point γkl . Sγl l is
k k
then used to simulate the trajectory from tk to tk+1 where
hk+1 = tk+1 − tk is the step size. Then, starting from this
result, we repeat the computation for the next step. Thus
the TPWL model is generated along γ l (·), a trajectory of
the TPWL model instead of along the state trajectory γ(·)
of the nonlinear model. As a result the error caused by
the linearization accumulates over time. It might seem more
attractive to compute the TPWL along the nominal trajectory
of the nonlinear model to avoid the accumulation of error.
The nominal trajectory cannot be computed exactly, however.
Instead it is obtained using numerical integration [4], and it
is shown in [11] that by choosing appropriate step sizes hk
and linearization schemes, the integration method using the
TPWL model achieves the same order of accuracy as most
of the existing numerical integration methods.
B. Reach Set Computation for Linear Systems
Following [17], we introduce several matrix functions
to facilitate the discussion. Denote the matrix expo-
nential function eAt as ϕR0 (A, t) and define the matrix
t = hΦk , γk , Pw i
functions ϕ1 (A, t) = 1t 0 eA(t−τ ) dτ and ϕ2 (A, t) =
1
R t A(t−τ )
t2 0 e τ dτ. It can be verified that tϕ1 (A, t)b and
t2 ϕ2 (A, t)b where b ∈ Rn are the state responses of the
linear dynamic system ẋ = Ax + bu with zero initial state
to the step input and ramp input, respectively. For matrices
A ∈ Rn×n and B ∈ Rn×m , define the scalar-valued matrix
function ψi (A, B, t) = sups∈[0,t] kϕi (A, s)Bk, i = 0, 1, 2,
which can be computed by maximizing the matrix norm over
[0, t].
Reach sets for linear systems can be computed effectively
using the matrix functions ϕi . For linear system ẋ =
Ax + b where the initial set is hΦ0 , γ0 , Pw i, the reach
set is Reach(t) = hϕ0 (A, t)Φ0 , γ0 + tϕ1 (A, t)b, Pw i. The
computation of reach set is performed in two steps: first the
matrix functions are computed, then affine representations
for the results are computed. With the aid of numerical
computation methods, the matrix functions can be evaluated
effectively for moderate-size to large-size matrices [12], [17],
which in turn enables efficient computation of reach sets for
large-scale models [8].
The following theorem estimates bloating factors for affine
systems.
Theorem 1 (Bloating factor for affine systems [8]):
Given an affine system ẋ = Ax + b with the initial
state set X0 = hΦ0 , γ0 , Pw i and t0 , t1 ∈ R satisfying
0 = t0 < t1 = h, let P0,1 be a polytope such that
CH(X0 ∪ X1 ) ⊆ P0,1 , where CH denotes the convex hull
of the set argument, then Reach([t0 , t1 ]) ⊆ P0,1 ⊕ Bδ where
δ = 2h2 ψ2 (A, A2 Φ0 , h) + 2h2 ψ2 (A, A2 γ0 + Ab, h).
III. R EACH S ET C OMPUTATION U SING TPWL M ODELS
This section presents a method for computing over-
approximations of the reach set of a nonlinear dynamic
system using TPWL models. The approach consists of two
steps. First the reach set for the TPWL model is computed.
Then the discrepancy between the TPWL and nonlinear
model is taken care of, where the reach set is bloated to
incorporate the linearization error.
First we consider the problem of computing reach sets Xk ,
k = 1 . . . N for a time sequence 0 = t0 < t1 < . . . < tN .
Figure 1 shows a procedure to compute the reach set for a
nonlinear dynamic system S and a set of initial states. The
reach set Xk is computed using a time-stepping strategy, i.e.,
by computing Xk , k = 1, . . . , N sequentially. In each step
an linear dynamic system model is created by linearizing the
nonlinear dynamics at points on the nominal piecewise linear
trajectory γkl . The linearized model is then used to compute
the reach set for the next step.
Procedure REACH TPWL
Input: S, X0 = hΦ0 , γ0 , Pw i, tk , k = 1, . . . , N
Output: Over-approximation of Xk
Procedure:
t ← 0, k ← 1
WHILE n < N
Let step size hk ← tk − tk−1
Compute linearized model at γk−1 l
Compute reach set using TPWL model Xk
Estimate bloating factor ²k
k ← k + 1, t ← tk
END WHILE
RETURN hΦk , γk , Pw , ²k i, k = 1, . . . , N
Fig. 1. Computing reach sets using TPWL models.
The computation of the reach set for the TPWL model
is similar to the reach set computation of linear systems
l
[6], [8]. Assume Xk−1 = hΦlk−1 , γk−1 , Pw i, then Xk =
hΦlk , γkl , Pw i, where
Φlk = ϕ0 (Ak−1 , hk )Φlk−1 ,
γkl l
= γk−1 l
+ hk ϕ1 (Ak−1 , hk )f (γk−1 )
and hk = tk − tk−1 . The difference between the TPWL
model and the linear model is that a new matrix Ak−1 is
computed at each time step along with the matrix functions
ϕ0 and ϕ1 . For linear time-invariant systems with an evenly
spaced time sequence, the matrix functions need to be
computed only once. The estimation of the bloating factor
²k is based on estimating the error introduced by piecewise
linearization. Section IV discusses the estimation of ²k .
Next we consider the problem of computing reach set for
[0, tf ] where tf ≥ 0. The computation of Reach([0, tf ]) is
built upon the results of the REACH TPWL procedure. We
first choose a time sequence 0 = t0 < t1 < . . . < tN = tf
and use REACH TPWL to compute Xk , k = 0, . . . , N .
The reach set Reach([0, tf ]) is computed as the union
SN
Reach([0, tf ]) = k=1 Reach([tk−1 , tk ]) where each reach
set segment Reach([tk−1 , tk ]) is computed from Xk−1 and
Xk . Figure 2 shows the procedure to compute Reach([0, tf ])
from the results of REACH TPWL.
Procedure REACH SEG
Input: S, t0 ,. . .,tN , X0 ,. . ., XN
Output: Over-approximation of Reach([t0 , t1 ]), . . ., Reach([tN −1 , tN ])
Procedure:
FOR k ← 1 TO N
Compute a convex polytope Pk−1,k
such that CH(hΦk−1 , γk−1 , Pw i ∪ hΦk , γk Pw i) ⊂ Pk−1,k
Estimate segment bloating factor δk−1,k using
Theorem 1
Rk ← Pk−1,k ⊕ Bδk−1,k +²k
END FOR
RETURN Rk , k = 1, . . . , N .
Fig. 2. Computing reach set segments.
For each segment, the procedure REACH SEG consists
of three steps. First a polytope over-approximation of the
low-dimensional polytope approximations of the reach set
is computed as the convex hull CH((hΦk−1 , γk−1 , Pw i ∪
hΦk , γk Pw i). Second the low-dimensional convex hull is
bloated to enclose the reach set of the TPWL model in
[tk , tk+1 ]. Third the set is bloated to enclose the reach set of
the nonlinear model in [tk , tk+1 ]. The first two steps consider
the reach set segment of the TPWL model while the third
step takes care of the error introduced by linearization. The
final result is a set of polytopes bloated by the sum of the two
bloating factors computed in steps two and three such that
they enclose the reach set segments of the nonlinear model.
The bloating factor for the reach set segment consists of
two components, the bloating factor δk−1,k for the segment
for the TPWL model and the bloating factor ²k for the
nonlinear model. By Theorem 1, the bloating factor δk−1,k
for the approximation error can be estimated using the matrix
functions ψ2 . The next section focuses on ²k .
IV. E STIMATING B LOATING FACTORS
Bloating is needed to compensate for the discrepancy
between the TPWL model and the nonlinear model. The
bloating factors ²k are based on estimations of the approxi-
mation errors of each segment in the TPWL models. We first
compute a bound on the error incurred in each step of the
computation, which we call the one-step error (OSE), and
then derive a bound on the accumulated error (AE) which
includes the error propagated from the previous steps.
A. OSE for Reach Sets
The OSE of TPWL approximation is caused by approxi-
mating the nonlinear dynamic model with a linearized model.
Consider a segment [tk , tk+1 ] and assume that the nominal
l
initial state is γk−1 . Without loss of generality, we let k = 0,
γkl = γ0 and let h = t1 − t0 .
The nonlinear system is given by
ẋ = f (x), t ∈ [0, h] (3)
where x(0) ∈ X0 . The TPWL approximation to the system
trajectory is
ẋl = A(xl − γ0 ) + f (γ0 ) (4)
¯
¯
where xl (0) = x(0) and A = ∂f∂x ¯ . Let eOSE (t) = x(t) −
γ0
xl (t) denote the OSE of TPWL approximation. The dynamic
equation for eOSE (t) is obtained from (3) - (4)
ėOSE = −A(xl − γ0 ) + f (x) − f (γ0 ), eOSE (0) = 0 (5)
Let r denote the difference of the nonlinear function f and
its linearization, i.e., r(x) = f (x)−[A(x−γ0 )+f (γ0 )]. Then
we have f (x) = [A(x − γ0 ) + f (γ0 )] + r(x). Substituting
the nonlinear function f in (5) we have
ėOSE = AeOSE + r(x), eOSE (0) = 0 (6)
Let R ⊆ Rn be a closed region containing the reach
set Reach([0, h]), and let d = maxx∈R kf (x) − [A(x −
γ0 )+f (γ0 )]k. The following proposition establishes an upper
bound on keOSE (t)k for all t ∈ [0, h] and x(0) = xl (0) ∈
X0 .
Proposition 1 (OSE for reach sets): For eOSE defined by
(6), ∀t ∈ [0, h] : keOSE (t)k ≤ ψ0 (A, I, h)dh, where I is the
identity matrix with appropriate dimension.
Proof: Noticing that eOSE (·) is the state trajectory of
the response of the linear Rsystem (6) with bounded input.
t
Therefore keOSE (t)k ≤ 0 keAt kds · kr(x)k. From the
definition of d we know sup R x∈R kr(x)k ≤R d. The conclusion
t t
follows from the relation 0 keAt kds ≤ 0 ψ0 (A, I, t)ds =
tψ0 (A, I, t).
As a corollary, the following proposition asserts that the
reach set of the TPWL model is the same as the reach set
of the nonlinear model if the nonlinear equation is linear in
the region R.
Corollary 1: For the notation introduced above, if ∀x ∈
R : f (x) = A(x−γ0 )+f (γ), then ∀t ∈ [0, h] : keOSE (t)k =
0.
B. AE for Reach Sets Reach(Sγl l , X0 , tk ), then Reach(S, X0 , tk ) ⊆ Pk ⊕ B²k
Suppose the over-approximation of the reach set for Xk−1 where ²k is defined as:
is hΦk−1 , γk−1 , Pw , ²k−1 i. For step k, the nonlinear system ²0 = 0
is given by
²k = ψ0 (Ak−1 , I, hk )(dk hk + ²k−1 ), k ≥ 1
ẋ = f (x), t ∈ [tk−1 , tk ]
where hk = tk − tk−1 .
l
where x(tk−1 ) = γk−1 + Φk−1 w + eAEk−1 , w ∈ Pw and Proof: Inductively invoke proposition 2.
eAEk−1 is the AE in the last step satisfying keAEk−1 k ≤ If the nonlinear function is linear in each region Rk , then
²k−1 . The TPWL model is given by as stated in the following corollary, the reach set at a point
in time Xk computed for the TPWL model is exact.
ẋl = f (xk−1 ) + Ak−1 (xl − xlk−1 ), t ∈ [tk−1 , tk ]
Corollary 2: For the notation introduced above, if ∀k ≤
¯
l ∂f ¯ N : ∀x ∈ Rk : f (x) = Ak (x − γkl ) + f (γkl ), then ∀t ∈
where x(tk−1 ) = γk−1 +Φk−1 w, w ∈ Pw , Ak−1 = ∂x ¯ .
γk−1 [0, tN ] : keAE (t)k = 0.
The difference in the initial condition of the two problems is Proof: Prove by induction on k.
due to the accumulation of linearization error from previous For the reach set segment, the bloating factor δk−1,k from
steps. Let eAE (t) = x(t)−xl (t), t ∈ [tk−1 , tk ] denote the AE theorem 1 is combined with the bloating factor ²k . The
for the current segment. The dynamic equation for eAE (t) following corollary proves the correctness of the procedure
over [tk−1 , tk ] is then given by REACH SEG.
l l l Corollary 3: For the notation used in theorem 2, let
ėAE = f (x)−f (γk−1 )−Ak−1 (x −γk−1 ), keAE (tk−1 )k ≤ ²k−1 .
P be a polytope over-approximation to the reach set
l
Rewriting the function f in terms of r, the dynamic equation Reach(Sγ l , X0 , [tk−1 , tk ]), then Reach(S, X0 , [tk−1 , tk ]) ⊆
of the error term eAE is given by P ⊕ B²k +δk−1,k .
This section presents method to compute a conservative
ėAE = Ak−1 eAE + r(x), t ∈ [tk−1 , tk ] (7) bloating factor ²k using a bound d on the nonlinearity of
the system, which can be determined prior to the reach set
where keAE (tk−1 )k ≤ ²k−1 and r(x) is the linearization computation [5], [15], [7].
error.
Let R ⊆ Rn be a closed region containing the reach set V. C ASE STUDY
Reach([tk−1 , tk ]) and d = supx∈R kr(x)k. The following This section applies the reachability analysis method to
proposition gives a bound on the AE for the reach sets of transient stability assessment (TSA) of electric power net-
step k. works. TSA concerns evaluating the capability of a power
Proposition 2 (Total error for reach set): For eAE de- network to return to a stable operating state without loss of
fined by (7), ∀t ∈ [tk−1 , tk ] : keAE (t)k ≤ ψ0 (A, I, h)(dh + synchronization following a system fault, e.g., a short circuit
²k−1 ), where h = tk − tk−1 and I is the identity matrix with caused by lightning. The most widely used techniques for
appropriate dimension. TSA involve time-domain simulation. In these simulations it
Proof: The response of the system (7) can be decom- is assumed that the pre-fault system is at its steady state.
posed into two parts Then simulation is carried for the faulted network until
Z t the clearing time, tcl , the time when the short circuit is
A(t−tk−1 ) A(t−s) eliminated. Then starting from the state at tcl , the post-
eAE (t) = eAE (tk−1 )e + e ds.
tk−1 fault network is simulated to see if the system is stable.
The second term is the OSE, which is bounded by The system is said to be first-swing stable if the rotor angles
ψ0 (A, I, h)dh. Consider the first term: since exhibit the first swing, i.e., the derivative of the rotor angle
becomes less than zero at some point in time [18]. Instead
eAE (tk−1 )eA(t−tk−1 ) ≤ ²k keA(t−tk−1 ) k ≤ ²k ψ0 (A, I, h), of assuming the system initially at a steady state, we apply
reachability analysis to assess first-swing stability for a set
the proposition follows from the sum of the above two of possible initial states. We choose the pre-fault steady state
bounds. to be the nominal initial state.
Let Rk be the closed set containing the reach set The following model is used for each generator in the
Reach(tk−1 , tk ), and dk = maxx∈Rk kf (x) − [Ak−1 (x − power network:
γk−1 ) + f (γk−1 )]k k = 1, . . . , N . The following theorem
δ̇i = (ωi −“ ω0 )
establishes the bloating factor for the reach set segments for P
ω̇i = M1 Pmi − D(ωi − ω0 ) − n+1 Vi Vj bij sin(δi − δj )
nonlinear dynamic systems, thus proving the conservative- P i j=1,j6
” =i
− n+1j=1,j6=i Vi Vj gij cos(δi − δj )
ness of the procedure REACH TPWL.
Theorem 2 (Bloating factor for nonlinear systems): where Mi is the moment of inertia, Di is the damping
For nonlinear system (1) where the initial set is constant, bij and gij are the transfer conductance of the
X0 = hΦ0 , γ0 , Pw i. Assume the TPWL approximation network-reduced admittance matrix and Pi is the power
is (2) let Pk be a polytope over-approximation of injection at bus i.
 In TSA of power networks, the relative angles and speeds 0.095

are defined with respect to a selected reference angle. In 0.0879

δ (In COI reference)

δ (In COI reference)
principle, any rotor angle may be taken as the reference 0.0878 0.09

angle. A commonly chosen reference is the P center-of-inertia 0.0877

n 0.085

(COI) angle, defined as δCOI = Pn 1 Mi i=1 Mi δi . All 0.0876

2
2
i=1
0
the relative bus angles are defined as δi = δi − δCOI .
0.0875
0.08

0.0874
Power networks in TSA are high-order nonlinear systems. 0 0.05 0.1
t (seconds)
0.15 0.2 1 2 3
t (seconds)
4 5

Due to the limitations of the existing tools, reachability (a) Faulted (b) Post-fault
analysis has been applied to very small power networks, e.g.,
Fig. 3. Reach set of the rotor angle at bus 2.
a one-machine-infinite-bus network modeled as a second-
order system [14]. In this section we apply our method of −3
x 10
−3
x 10

reachability analysis to a 3-machine 3-bus network (a 6th -

5 6

4
order nonlinear system) and a 10-machine 39-bus network 4

ω2 (In COI reference)

ω (in COI reference)

(a 20th -order nonlinear system).
2
3
0
2
−2

2
A. 3-Machine 3-Bus Network 1
−4

0 −6
0 0.05 0.1 0.15 0.2 1 2 3 4 5
A three-bus network from [2] is used in this section to il- t (seconds) t (seconds)

lustrate the TPWL reachability analysis method. The electric
power network consists of three buses. At each bus there is
a generator providing power and a constant load impedance.
The nonlinear dynamic model
£ is sixth-order. The state
¤Tvector
of the system is x = δ1 δ2 δ3 ω1 ω2 ω3 . The
steady-state of the power network is solved from the equa-
tions δ̇i = ω̇i = 0, i = 1, . . . , 3. The pre-fault steady state of
the three-bus example are δ1s = 0.4615, δ2s = 0.2619, δ3s = 0
and ω1s = ω2s = ω3s = 1.
In TSA we consider the case that at t = 0 bus 2 is subject
to a fault which is then cleared at t = 0.2 sec without
changing the configuration of the network. The initial set
is chosen to be δ1 (0) ∈ [δ1s − 0.01, δ1s + 0.01], δi (0) = δis ,
i = 2, 3 and ωi (0) = ωis (0), i = 1, 2, 3.
Reach set segments are computed using REACH SEG.
In this case study the linearization error dk is approxi-
mated by the maximum over the reach set at tk−1 : d¯k =
maxx∈Pk−1 kf (x) − [Ak−1 (x − γk−1 ) + f (γk−1 )]k. k =
1, . . . , N . The maximum is computed numerically at each
time step. The global approximation error ²k is estimated as
²k ≤ 1.78 × 10−5 .
The reach set computed for the faulted and post-fault
system are shown in Figures 3 and 4. Figure 3 shows the
reach set for the rotor angle. Figure 4 shows the reach set
computed for the rotor speed deviation. All state variables are
in COI framework of reference. The reach set for the faulted
system at 0.2 sec is the set of initial states for the post-fault
system. The solid lines in the two figures are the nominal
trajectories of the faulted and post-fault system. It can be
seen that the nominal trajectory is contained in the reach
set. During the on-fault mode, the rotor speed at the faulted
bus increases, causing the rotor angle to increase. After the
fault is cleared the rotor angle and speed oscillate. Starting
from any state in the initial set, the trajectories of ω2 reach
below 0, as observed in Fig. 4. The reach set of the other two
machines are examined in the same way. After examining the
reach set of all machines, we claim the network for the initial
set is indeed first-swing stable for this fault.
(a) Faulted (b) Post-fault
Fig. 4. Reach set of the rotor speed at bus 2.
B. 10-Machine 39-Bus Network
The 10-machine 39-bus IEEE benchmark system is repre-
sentative of the New England power network and has been
used in many case studies, e.g., [2], [13]. The parameters of
the network and machines can be found in the appendix of
[13].
We use second-order models for all the machines in the
network. The nonlinear dynamic model consists of 20 contin-
uous state variables, two for each machine. The fault under
consideration is a shortage at bus 35, which is connected
directly to generator 6. The fault clearing time is assumed to
be 0.2 sec as suggested in [2]. The safety property to verify
is that the system is first-swing stable for the fault under the
uncertain initial condition δ6 (0) ∈ [δ6s − 0.8 × 10−3 , δ6s +
0.8 × 10−3 ], ω6 (0) ∈ [ω6s − 0.2 × 10−4 , ω6s + 0.2 × 10−4 ].
All other rotor angles and speeds are assumed to be at the
pre-fault steady state.
The reach set is computed using the TPWL models. The
reach set of the COI-referenced machine angle and speed
at the faulted bus are shown in Fig. 5 as the dotted lines.
The response of the system with the nominal initial state
(the pre-fault steady state) is plotted in the same figure as
solid lines. The sets of ω6 reach below zero at 0.4 second.
After examining the reach set of all machines, we claim the
network for the set of initial state is indeed first-swing stable
for this fault.
C. Comparison with CheckMate
The reach set computation procedures REACH TPWL and
REACH SEG are implemented in M ATLAB. Among the
existing reachability analysis tools, CheckMate [3] is the
most comparable implementation since it handles nonlinear
systems and it also uses polyhedral approximation for reach
sets.

0.215
0.21
δ (in COI reference)
0.205
0.2
6
0.195
0.19
0 0.1 0.2
t (seconds)
0.3
(a) Reach sets of δ6
Fig. 5. Reach set of the 10-machine 39-bus network.
Table I shows a comparison of reachability analysis using
TPWL approach and the adapted CheckMate method. The
computations are performed on a Pentium4 PC with 1G
RAM running Windows XP and M ATLAB 7.0.1. Note that
the memory usage is the total memory used by M ATLAB,
which by itself consumes approximately 68 Mbyes to load.
It can be seen that the TPWL reach set computation is
more efficient in both cases for memory use and computation
time. The main reason is due to the fact that CheckMate only
allows full-dimensional polytopes and our method uses affine
representation which can represent low-dimensional poly-
topes. For the 3-machine network the TPWL method is one
order of magnitude faster than CheckMate procedure. For
the 10-machine network the CheckMate procedure causes
M ATLAB to crash due to the large requirement of memory,
while the TPWL method uses a little more memory than the
3-machine case and the computation is completed in seconds.
Memory (Mbytes)
CheckMate TPWL
3-machine 78.1 76.8
10-machine 644.7 78.2
TABLE I
C OMPARISON OF REACH SET COMPUTATION METHODS .
VI. D ISCUSSION
This paper presents a method to compute over-
approximations of the reach set for nonlinear dynamic sys-
tems using trajectory piecewise linearized (TPWL) models.
The method is illustrated for transient stability assessments
of a 6th -order and a 20th -order nonlinear models of electric
power networks.
The accuracy of the reach set over-approximation depends
on how well the system dynamics can be approximated
by the TPWL model within the region that encloses the
reach set. The reach set computation can be exact if the
dynamic system is indeed linear in the region. The method
is useful when nonlinear systems can be well approximated
by piecewise linear models in the neighborhood of the
nominal trajectories. Empirical results show that such cases
are common in some applications [19], [16]. Our current
research direction is on performing on-the-fly partition of
the reach set to reduce the approximation error.
−3
x 10
2.5
ACKNOWLEDGMENTS
2
This research was supported in part by the US Defense
ω (in COI reference)
1.5
1
Advance Projects Research Agency (DARPA) contract nos.
0.5
F33615-00-C-1701 and F33615-02-C-4029, US Army Re-
search Office (ARO) contract no. DAAD19-01- 1-0485, and
6
0
−0.5
the US National Science Foundation (NSF) contract no.
0.4 0 0.1 0.2
t (seconds)
0.3 0.4
CCR-0121547.
(b) Reach sets of ω6 We thank Professor Marija D. Ilic for helpful discussions
of power systems and suggestions on the power system
modeling and the transient stability assessment of power
networks.
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