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Reachability Analysis of Stochastic Hybrid Systems using Path-Integrals

Systems including continuous as well as discrete subsystems which are affected by stochastic disturbances are known as stochastic hybrid systems. In this presentation, a method will be introduced to compute approximations for a class of stochastic hybrid systems. If the continuous part of the hybrid system is given by a stochastic differential equation, path-integral methods known from physics can be adapted to calculate meshes of time dependent probability densities. To reduce complexity, only transitions to neighbouring mesh points are used whereas the discretisation of the subspaces becomes very important. The application of this method to stochastic reachability analysis is illustrated by a Ball-in-the-box example and two switch controlled Tank Systems.

Type of Seminar:
Public Seminar
Philipp Rostalski
Technical University of Hamburg-Harburg, Germany
Nov 19, 2004   15:00

ETH Zentrum, Building ETL Room K 25
Contact Person:

Prof. M.Morari
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Biographical Sketch:
10/1999 – 10/2004 Student of Electrical Engineering, main subject measurement and control at the Technical University of Hamburg-Harburg, Germany 02/2003- 08/2004 Project work: "Model-based Controller Design for Electro-magnetic valves", Dräger Basic Development, Lübeck, Germany 08/2003 – 01/2004 Internship at BASF AG, Ludwigshafen, Germany "Modelling of a polystyrene process" 04/2004 – 10/2004 Diploma Project: "Reachability Analysis of Stochastic Hybrid Systems using Path-Integrals", Technical University of Hamburg-Harburg Student Awards 2001 Philips Vordiplomspreis 2002 – 2004 Scholarship Rheinstahl-Foundation of ThyssenKrupp, Germany since 2002 Scholarship, Germany