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.
Originalsprog | Engelsk |
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Titel | 2015 European Control Conference, ECC 2015 |
Antal sider | 7 |
Forlag | IEEE Press |
Publikationsdato | 2015 |
Sider | 472-478 |
Artikelnummer | 7330588 |
ISBN (Trykt) | 9783952426937 |
DOI | |
Status | Udgivet - 2015 |
Begivenhed | European Control Conference, ECC 2015 - Linz, Østrig Varighed: 15 jul. 2015 → 17 jul. 2015 |
Konference
Konference | European Control Conference, ECC 2015 |
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Land/Område | Østrig |
By | Linz |
Periode | 15/07/2015 → 17/07/2015 |