Using path integral short time propagators for numerical analysis of stochastic hybrid systems

Publikationstyp
Conference Paper
Date Issued
2006
Sprache
English
Author(s)
Lichtenberg, Gerwald  
Rostalski, Philipp  
Institut
Regelungstechnik E-14  
TORE-URI
http://hdl.handle.net/11420/14896
Journal
IFAC Proceedings Volumes  
Volume
5
Issue
39
Start Page
179
End Page
184
Citation
IFAC Proceedings Volumes 39 (5): 179-184 (2006)
Contribution to Conference
2nd IFAC Conference on Analysis and Design of Hybrid Systems, 2006  
Publisher DOI
10.3182/20060607-3-it-3902.00034
Scopus ID
2-s2.0-79960934296
Publisher
Elsevier
Algorithms to approximate the evolution of probability density functions for stochastic hybrid systems rely on the knowledge of appropriate short time propagators. It is shown that a path integral propagator known for continuous stochastic systems can be adapted to the hybrid case. With this propagator, the HybPathTree algorithm performs well concerning precision and computational effort, e.g. in reachability analysis.
Subjects
Path integrals
Reachability analysis
Stochastic hybrid systems
DDC Class
600: Technik
620: Ingenieurwissenschaften