Stochastic Hybrid Systems

Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Stochastic hybrid systems involve the coupling of discrete (logic based), continuous and probabilistic phenomena. Because of their versatility and generality, methods for modelling and analysis of stochastic hybrid systems have proved invaluable in a wide range of applications, including finance, air traffic control, biology, telecommunications, and embedded systems. Success stories in these application areas have made stochastic hybrid systems a very important, rapidly growing and dynamic research field since the beginning of the century, bridging the gap between stochastic analysis, computer science and control engineering. This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily from applications to air traffic management. Air traffic is arguably the most challenging application area for stochastic hybrid systems, since it requires handling complex distributed systems, multiple human in the loop elements and hybrid dynamics. The editors have collected key contributions, which define the state-of-the-art, present novel directions, and highlight emerging application areas.

This book is the first to present the application of the hybrid system theory to systems with EPCA (equations with piecewise continuous arguments). The hybrid system paradigm is a valuable modeling tool for describing a wide range of real-world applications. Moreover, although new technology has produced, and continues to produce highly hierarchical sophisticated machinery that cannot be analyzed as a whole system, hybrid system representation can be used to reduce the structural complexity of these systems. That is to say, hybrid systems have become a modeling priority, which in turn has led to the creation of a promising research field with several application areas. As such, the book explores recent developments in the area of deterministic and stochastic hybrid systems using the Lyapunov and Razumikhin–Lyapunov methods to investigate the systems’ properties. It also describes properties such as stability, stabilization, reliable control, H-infinity optimal control, input-to-state stability (ISS)/stabilization, state estimation, and large-scale singularly perturbed systems.

This book constitutes the refereed proceedings of the 8th International Workshop on Hybrid Systems: Computation and Control, HSCC 2005, held in Zurich, Switzerland in March 2005. The 40 revised full papers presented together with 2 invited papers and the abstract of an invited talk were carefully reviewed and selected from 91 submissions. The papers focus on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors. Among the topics addressed are tools for analysis and verification, control and optimization, modeling, engineering applications, and emerging directions in programming language support and implementation.

This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily from applications to air traffic management. Air traffic is arguably the most challenging application area for stochastic hybrid systems, since it requires handling complex distributed systems, multiple human in the loop elements and hybrid dynamics. The editors have collected key contributions, which define the state-of-the-art, present novel directions, and highlight emerging application areas.

Hybrid systems describe the interaction of software, described by finite models such as finite-state machines, with the physical world, described by infinite models such as differential equations. This book addresses problems of verification and controller synthesis for hybrid systems. Although these problems are very difficult to solve for general hybrid systems, several authors have identified classes of hybrid systems that admit symbolic or finite models. The novelty of the book lies on the systematic presentation of these classes of hybrid systems along with the relationships between the hybrid systems and the corresponding symbolic models. To show how the existence of symbolic models can be used for verification and controller synthesis, the book also outlines several key results for the verification and controller design of finite systems. Several examples illustrate the different methods and techniques discussed in the book.

Sets out core theory and reviews new methods and applications to show how hybrid systems can be modelled and understood.