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.
|Title of host publication||2015 European Control Conference, ECC 2015|
|Number of pages||7|
|Publication status||Published - 2015|
|Event||European Control Conference, ECC 2015 - Linz, Austria|
Duration: 15 Jul 2015 → 17 Jul 2015
|Conference||European Control Conference, ECC 2015|
|Period||15/07/2015 → 17/07/2015|