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Approximation of General Stochastic Hybrid Systems by Switching Diffusions with Random Hybrid Jumps
 

Summary: Approximation of General Stochastic Hybrid Systems by
Switching Diffusions with Random Hybrid Jumps
Alessandro Abate1
, Maria Prandini2
, John Lygeros3
, and Shankar Sastry1
1
University of California, Berkeley - Berkeley, USA
{aabate,sastry}@eecs.berkeley.edu
2
Politecnico di Milano - Milano, Italy
prandini@elet.polimi.it
3
ETH Zurich - Zurich, Switzerland
lygeros@control.ee.ethz.ch
Abstract. In this work we propose an approximation scheme to trans-
form a general stochastic hybrid system (SHS) into a SHS without forced
transitions due to spatial guards. Such switching mechanisms are re-
placed by spontaneous transitions with state-dependent transition in-
tensities (jump rates). The resulting switching diffusion process with

  

Source: Abate, Alessandro - Faculty of Mechanical, Maritime and Materials Engineering, Technische Universiteit Delft

 

Collections: Engineering