Probabilistic Reachability Analysis for Large Scale Stochastic Hybrid Systems

H.A.P. Blom, G.J. Bakker, J. Krystul

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    22 Citations (Scopus)
    66 Downloads (Pure)

    Abstract

    This paper studies probabilistic reachability analysis for large scale stochastic hybrid systems (SHS) as a problem of rare event estimation. In literature, advanced rare event estimation theory has recently been embedded within a stochastic analysis framework, and this has led to significant novel results in rare event estimation for a diffusion process using sequential MC simulation. This paper presents this rare event estimation theory directly in terms of probabilistic reachability analysis of an SHS, and develops novel theory which allows to extend the novel results for application to a large scale SHS where a very huge number of rare discrete modes may contribute significantly to the reach probability. Essentially, the approach taken is to introduce an aggregation of the discrete modes, and to develop importance sampling relative to the rare switching between the aggregation modes. The practical working of this approach is demonstrated for the safety verification of an advanced air traffic control example.
    Original languageUndefined
    Title of host publication46th IEEE Conference on Decision and Control
    PublisherIEEE
    Pages3182-3189
    Number of pages8
    ISBN (Print)1-4244-1498-9
    DOIs
    Publication statusPublished - 12 Dec 2007
    Event46th IEEE Conference on Decision and Control, CDC 2007 - Hilton New Orleans Riverside, New Orleans, United States
    Duration: 12 Dec 200714 Dec 2007
    Conference number: 46

    Publication series

    Name
    PublisherIEEE
    Number7
    ISSN (Print)0191-2216

    Conference

    Conference46th IEEE Conference on Decision and Control, CDC 2007
    Abbreviated titleCDC
    CountryUnited States
    CityNew Orleans
    Period12/12/0714/12/07

    Keywords

    • EWI-11684
    • METIS-245914
    • IR-64569

    Cite this

    Blom, H. A. P., Bakker, G. J., & Krystul, J. (2007). Probabilistic Reachability Analysis for Large Scale Stochastic Hybrid Systems. In 46th IEEE Conference on Decision and Control (pp. 3182-3189). IEEE. https://doi.org/10.1109/CDC.2007.4434095