Using path integral short time propagators for numerical analysis of stochastic hybrid systems
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Date
2006Type
- Conference Paper
ETH Bibliography
yes
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Abstract
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. Copyright © 2006 IFAC Show more
Publication status
publishedExternal links
Book title
Analysis and Design of Hybrid Systems 2006Journal / series
IPV-IFAC Proceedings VolumePages / Article No.
Publisher
ElsevierEvent
Subject
Stochastic hybrid systems; Reachability analysis; Path integralsOrganisational unit
03416 - Morari, Manfred (emeritus)
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ETH Bibliography
yes
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