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

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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.
Original languageEnglish
Title of host publicationDecision and Control (CDC), 2012 IEEE 51st Annual Conference on
Number of pages8
PublisherIEEE
Publication date2012
Pages4737-4744
ISBN (Print)978-1-4673-2065-8
ISBN (Electronic)978-1-4673-2064-1
DOIs
Publication statusPublished - 2012
Event51st IEEE Conference on Decision and Control (CDC) - Hawaii, Maui, United States
Duration: 10 Dec 201213 Dec 2012

Conference

Conference51st IEEE Conference on Decision and Control (CDC)
LocationHawaii
CountryUnited States
CityMaui
Period10/12/201213/12/2012
SeriesI E E E Conference on Decision and Control. Proceedings
ISSN0743-1546

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