首页> 外文会议>Hybrid Systems: Computation and Control >Approximation of General Stochastic Hybrid Systems by Switching Diffusions with RandomHybrid Jumps
【24h】

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

机译:通过切换具有随机混合跳跃的扩散来逼近一般随机混合系统

获取原文
获取原文并翻译 | 示例

摘要

In this work we propose an approximation scheme to transform a general stochastic hybrid system (SHS) into a SHS without forced transitions due to spatial guards. Such switching mechanisms are replaced by spontaneous transitions with state-dependent transition intensities (jump rates). The resulting switching diffusion process with random hybrid jumps is shown to converge in distribution to the original stochastic hybrid system execution. The obtained approximation can be useful for various purposes such as, on the computational side, simulation and reachability analysis, as well as for the theoretical investigation of the model. More generally, it is suggested that SHS which are endowed exclusively with random jumping events are simpler than those that present spatial forcing transitions. In the opening of this work, the general SHS model is presented, a few of its basic properties are discussed, and the concept of generator is introduced. The second part of the paper describes the approximation procedure, introduces the new SHS model, and proves, under some assumptions, its weak convergence to the original system.
机译:在这项工作中,我们提出一种近似方案,将通用随机混合系统(SHS)转换为SHS,而不会由于空间保护而导致强制转换。这样的切换机制被具有状态相关的跃迁强度(跳跃率)的自发跃迁所代替。结果表明,带有随机混合跳跃的切换扩散过程在分布上收敛于原始随机混合系统执行。所获得的近似值可用于多种目的,例如在计算方面,仿真和可达性分析以及模型的理论研究。更普遍地,建议仅具有随机跳跃事件的SHS比呈现空间强迫过渡的SHS更简单。在本文的开头,介绍了通用的SHS模型,讨论了其一些基本属性,并介绍了生成器的概念。本文的第二部分描述了近似过程,介绍了新的SHS模型,并在某些假设下证明了其与原始​​系统的弱收敛性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号