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

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Resumé

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.
OriginalsprogEngelsk
TitelDecision and Control (CDC), 2012 IEEE 51st Annual Conference on
Antal sider8
ForlagIEEE
Publikationsdato2012
Sider4737-4744
ISBN (Trykt)978-1-4673-2065-8
ISBN (Elektronisk)978-1-4673-2064-1
DOI
StatusUdgivet - 2012
Begivenhed51st IEEE Conference on Decision and Control (CDC) - Hawaii, Maui, USA
Varighed: 10 dec. 201213 dec. 2012

Konference

Konference51st IEEE Conference on Decision and Control (CDC)
LokationHawaii
LandUSA
ByMaui
Periode10/12/201213/12/2012
NavnI E E E Conference on Decision and Control. Proceedings
ISSN0743-1546

Fingerprint

Hybrid Systems
Stochastic Systems
Global Dynamics
Differential Inclusions
Dependent
Stochastic Processes
Switched Systems
Stochastic Methods
System Dynamics
Piecewise Linear
Continuous Time
State Space
Modeling
Class

Citer dette

Leth, J-J., Rasmussen, J. G., 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 (s. 4737-4744). IEEE. I E E E Conference on Decision and Control. Proceedings https://doi.org/10.1109/CDC.2012.6427010
Leth, John-Josef ; Rasmussen, Jakob Gulddahl ; Schiøler, Henrik ; Wisniewski, Rafal. / A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise. 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).
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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",
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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; Wisniewski, Rafal.

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 proceedingKonferenceartikel i proceedingForskningpeer review

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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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Leth J-J, Rasmussen JG, Schiøler H, Wisniewski R. A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise. I 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). https://doi.org/10.1109/CDC.2012.6427010