Toward a General Theory of Stochastic Hybrid Systems


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Bujorianu, L.M. and Lygeros, J. (2006) Toward a General Theory of Stochastic Hybrid Systems. In: Stochastic Hybrid Systems: Theory and Safety Critical Applications. Lecture Notes in Control and Information Sciences, 337 . Springer Verlag, Berlin, pp. 3-30. ISBN 9783540334668

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Abstract:In this chapter we set up a mathematical structure, called Markov string, to obtaining a very general class of models for stochastic hybrid systems. Markov Strings are, in fact, a class of Markov processes, obtained by a mixing mechanism of stochastic processes, introduced by Meyer. We prove that Markov strings are strong Markov processes with the càdlàg property. We then show how a very general class of stochastic hybrid processes can be embedded in the framework of Markov strings. This class, which is referred to as the General Stochastic Hybrid Systems (GSHS), includes as special cases all the classes of stochastic hybrid processes, proposed in the literature.
Item Type:Book Section
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:http://purl.utwente.nl/publications/63443
Official URL:http://dx.doi.org/10.1007/11587392_1
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