DocumentCode :
2824377
Title :
A numerical approximation scheme for reachability analysis of stochastic hybrid systems with state-dependent switchings
Author :
Prandini, Maria ; Hu, Jianghai
Author_Institution :
Politecnico di Milano, Milan
fYear :
2007
fDate :
12-14 Dec. 2007
Firstpage :
4662
Lastpage :
4667
Abstract :
We describe a methodology for reachability analysis of a certain class of stochastic hybrid systems, whose continuous dynamics is governed by stochastic differential equations and discrete dynamics by state-dependent probabilistic transitions. The main feature of the proposed methodology is that it rests on the weak approximation of the solution to the stochastic differential equation with random mode transitions by a Markov chain. Reachability computations then reduce to propagating the transition probabilities of the approximating Markov chain. An example of applications to system verification is presented.
Keywords :
Markov processes; approximation theory; numerical analysis; reachability analysis; stochastic systems; time-varying systems; Markov chain; numerical approximation; reachability analysis; state-dependent probabilistic transitions; state-dependent switchings; stochastic differential equations; stochastic hybrid systems; system verification; Automotive engineering; Biological system modeling; Control systems; Differential equations; Power engineering computing; Power system modeling; Reachability analysis; Stochastic processes; Stochastic systems; Vehicle dynamics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
ISSN :
0191-2216
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
Type :
conf
DOI :
10.1109/CDC.2007.4434599
Filename :
4434599
Link To Document :
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