Abstract
In this paper, we study a class of stochastic hybrid systems with piecewise linear partitioned state space, and state-depending switching governed by an intensity function. Using maximum likelihood methods, we develop a method for estimating parameters of switching distributions in such systems. This is accomplished by identifying the trajectories of a stochastic hybrid system with a point process. The efficiency of the findings are demonstrated on an example.
Original language | English |
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Title of host publication | 2015 European Control Conference, ECC 2015 |
Number of pages | 7 |
Publisher | IEEE Press |
Publication date | 2015 |
Pages | 472-478 |
Article number | 7330588 |
ISBN (Print) | 9783952426937 |
DOIs | |
Publication status | Published - 2015 |
Event | European Control Conference, ECC 2015 - Linz, Austria Duration: 15 Jul 2015 → 17 Jul 2015 |
Conference
Conference | European Control Conference, ECC 2015 |
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Country/Territory | Austria |
City | Linz |
Period | 15/07/2015 → 17/07/2015 |