1,721,211 research outputs found

    A simulation-based approach to the approximation of stochastic hybrid systems

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    We study the problem of approximating a stochastic, possibly hybrid, system by means of some abstracted model to the purpose of simplifying the analysis of properties such as probabilistic safety and reachability. We suppose that the property to be analyzed depends on the behavior of some output signal of the system and that the model is designed in order to reproduce that signal as close as possible, for the different possible realizations of the stochastic input affecting the system. The idea developed in this paper is to assess the quality of a model as an approximation of a stochastic system by testing how close are their output signals over a finite number of input realizations. Under suitable assumptions, we show that, with high confidence, the quality assessed on a few input realizations is guaranteed to hold also for all the unseen ones except for a set of pre-defined probability epsilon. The proposed approach can be applied to an arbitrary system, the only requirement being to be able to run multiple simulations of its behavior for different input realizations

    Model reduction of switched affine systems

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    This paper addresses model reduction and extends balanced truncation to the class of switched affine systems with endogenous switching. The switched affine system is rewritten as a switched linear one with state resets that account for the affine terms. Balanced truncation can then be applied to each mode dynamics, independently. As a result, different reduced state vectors are associated with the different modes, and reset maps are here appropriately redefined so as to account and compensate for this mismatch, possibly preserving the continuity of the output. The overall behavior of the reduced switched system is determined by both the selected reduction per mode and the adopted reset maps. In this paper, we consider a stochastic setting and propose a randomized method for the selection of the reduced order. The performance of the proposed approach is illustrated through a multi-room temperature control example
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