Transformer-Enhanced Data-Driven Output Reachability with Conformal Coverage Guarantees

This paper considers output reachability analysis for linear time-invariant systems with unknown state-space matrices and unknown observation map, given only noisy input-output measurements. The Cayley--Hamilton theorem is applied to eliminate the latent state algebraically, producing an autoregressive input-output model whose parameter uncertainty is enclosed in a matrix zonotope. Set-valued propagation of this model yields output reachable sets with deterministic containment guarantees under a bounded aggregated residual assumption. The conservatism inherent in the lifted matrix-zonotope product is then mitigated by a decoder-only Transformer trained on labels obtained through directional contraction of the formal envelope via an exterior non-reachability certificate. Split conformal prediction restores distribution-free coverage at both per-step and trajectory levels without access to the true reachable-set hull. The framework is validated on a five-dimensional system with multiple unknown observation matrices.