A statistical inference method for the stochastic reachability analysis.

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Bujorianu, L.M. (2005) A statistical inference method for the stochastic reachability analysis. In: 44th IEEE Conference on Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05, Seville, Spain.

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Abstract:The main contribution of this paper is the characterization of reachability problem associated to stochastic hybrid systems in terms of imprecise probabilities. This provides the connection between reachability problem and Bayesian statistics. Using generalised Bayesian statistical inference, a new concept of conditional reach set probabilities is defined. Then possible algorithms to compute the reach set probabilities are derived.
Item Type:Conference or Workshop Item
Copyright:©2005 IEEE
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Link to this item:http://purl.utwente.nl/publications/54784
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