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Using Path Integral Short Time Propagators for Numerical Analysis of Stochastic Hybrid Systems

Author(s):

G. Lichtenberg, Ph. Rostalski
Conference/Journal:

IFAC Conference on Analysis and Design of Hybrid Systems (ADHS)
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.

Year:

2006
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@InProceedings { LicRos:2006:IFA_2446,
    author={G. Lichtenberg and Ph. Rostalski},
    title={{Using Path Integral Short Time Propagators for Numerical
	  Analysis of Stochastic Hybrid Systems}},
    booktitle={IFAC Conference on Analysis and Design of Hybrid Systems
	  (ADHS)},
    pages={},
    year={2006},
    address={},
    month=jun,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=2446}
}
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