Paper Info
Title
Stochastic Hybrid Systems with Renewal Transitions: Moment Analysis with Application to Networked Control Systems with Delays.
Abstract
We consider stochastic hybrid systems (SHSs) for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an approach based on a set of Volterra equations to compute any statistical moment of the state of the SHS. Moreover, we provide a method to compute the Lyapunov exponents of a given degree, i.e., the exponential rate of decrease or increase at which statistical moments converge to zero or to infinity, respectively. We also discuss how, by computing the statistical moments, one can provide information about the probability distribution of the state of the SHS. The applicability of the results is illustrated in the analysis of a networked control problem with independently distributed intervals between data transmissions and delays.
Year
DOI
Venue
2013
10.1137/12087623X
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
networked control systems,Volterra integral equations,semi-Markov processes
Mathematical optimization,Random variable,Exponential function,Probability distribution,Control system,Hybrid system,Mathematics,Lyapunov exponent,Method of moments (statistics),Volterra integral equation
Journal
Volume
Issue
ISSN
51
2
0363-0129
Citations 
PageRank 
References 
16
0.87
3
Authors
3
Name
Order
Citations
PageRank
Duarte Antunes115210.92
João Pedro Hespanha214018.62
Carlos Silvestre339649.09