A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise

John-Josef Leth; Jakob Gulddahl Rasmussen; Henrik Schiøler; Rafal Wisniewski

doi:10.1109/CDC.2012.6427010

A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise

John-Josef Leth, Jakob Gulddahl Rasmussen, Henrik Schiøler, Rafal Wisniewski

Publikation: Bidrag til bog/antologi/rapport/konference proceeding › Konferenceartikel i proceeding › Forskning › peer review

5 Citationer (Scopus)

457 Downloads (Pure)

Abstract

In this paper, we develop theoretical results based on a proposed method for modeling switching noise for a class of hybrid systems with piecewise linear partitioned state space, and state-depending switching. We devise a stochastic
model of such systems, whose global dynamics is governed by a continuous-time stochastic process. The main result of this paper is that we may identify the realizations of the global dynamics with the solutions of a differential inclusion. Hence, an analysis of switched systems with switching noise can be
carried out either based on a non-deterministic method via the differential inclusion, or on a stochastic method via the stochastic process. Furthermore, we describe how to construct intensity plots, which provide a quick overview of the behavior of the system. An example is included to illustrate this.

Originalsprog	Engelsk
Titel	Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Antal sider	8
Forlag	IEEE
Publikationsdato	2012
Sider	4737-4744
ISBN (Trykt)	978-1-4673-2065-8
ISBN (Elektronisk)	978-1-4673-2064-1
DOI	https://doi.org/10.1109/CDC.2012.6427010
Status	Udgivet - 2012
Begivenhed	51st IEEE Conference on Decision and Control (CDC) - Hawaii, Maui, USA Varighed: 10 dec. 2012 → 13 dec. 2012

Konference

Konference	51st IEEE Conference on Decision and Control (CDC)
Lokation	Hawaii
Land/Område	USA
By	Maui
Periode	10/12/2012 → 13/12/2012

Navn	I E E E Conference on Decision and Control. Proceedings
ISSN	0743-1546

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10.1109/CDC.2012.6427010

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Citationsformater

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title = "A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise",

abstract = "In this paper, we develop theoretical results based on a proposed method for modeling switching noise for a class of hybrid systems with piecewise linear partitioned state space, and state-depending switching. We devise a stochasticmodel of such systems, whose global dynamics is governed by a continuous-time stochastic process. The main result of this paper is that we may identify the realizations of the global dynamics with the solutions of a differential inclusion. Hence, an analysis of switched systems with switching noise can becarried out either based on a non-deterministic method via the differential inclusion, or on a stochastic method via the stochastic process. Furthermore, we describe how to construct intensity plots, which provide a quick overview of the behavior of the system. An example is included to illustrate this.",

author = "John-Josef Leth and Rasmussen, {Jakob Gulddahl} and Henrik Schi{\o}ler and Rafal Wisniewski",

year = "2012",

doi = "10.1109/CDC.2012.6427010",

language = "English",

isbn = "978-1-4673-2065-8 ",

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address = "United States",

note = "51st IEEE Conference on Decision and Control (CDC) ; Conference date: 10-12-2012 Through 13-12-2012",

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Leth, J-J , Rasmussen, JG , Schiøler, H & Wisniewski, R 2012, A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise. i Decision and Control (CDC), 2012 IEEE 51st Annual Conference on . IEEE, I E E E Conference on Decision and Control. Proceedings, s. 4737-4744, 51st IEEE Conference on Decision and Control (CDC), Maui, USA, 10/12/2012. https://doi.org/10.1109/CDC.2012.6427010

A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise. / Leth, John-Josef ; Rasmussen, Jakob Gulddahl ; Schiøler, Henrik et al.
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on . IEEE, 2012. s. 4737-4744 (I E E E Conference on Decision and Control. Proceedings).

Publikation: Bidrag til bog/antologi/rapport/konference proceeding › Konferenceartikel i proceeding › Forskning › peer review

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T1 - A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise

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AB - In this paper, we develop theoretical results based on a proposed method for modeling switching noise for a class of hybrid systems with piecewise linear partitioned state space, and state-depending switching. We devise a stochasticmodel of such systems, whose global dynamics is governed by a continuous-time stochastic process. The main result of this paper is that we may identify the realizations of the global dynamics with the solutions of a differential inclusion. Hence, an analysis of switched systems with switching noise can becarried out either based on a non-deterministic method via the differential inclusion, or on a stochastic method via the stochastic process. Furthermore, we describe how to construct intensity plots, which provide a quick overview of the behavior of the system. An example is included to illustrate this.

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A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise

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