Approximate Abstractions of Stochastic Hybrid Systems


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Bujorianu, L.M. and Bujorianu, M.C. and Blom, H.A.P. (2008) Approximate Abstractions of Stochastic Hybrid Systems. In: Proceedings of the 17th IFAC World Congress, 6-11 Jul 2008, Seoul, Korea (pp. pp. 8978-8983).

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Abstract:This paper considers the issue of developing approximate abstractions of stochastic
hybrid systems. The stochastic continuous behaviour breaks many essential properties of hybrid
automata. Our approach departs from the progress in stochastic reachability analysis and
Markov chain approximations. For this purpose we have to introduce a new approximation
scheme and look for a suitable metric. We construct an exponential timestepping approximation
scheme for general Markov processes. This approximation scheme relies on the complex space of
system trajectories involving a sensible choice of the metric. Fortunately, the Skorokhod metric
is sly enough to overcome the problems.
Item Type:Conference or Workshop Item
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:http://purl.utwente.nl/publications/65452
Official URL:http://dx.doi.org/10.3182/20080706-5-KR-1001.4232
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