Toward a General Theory of Stochastic Hybrid Systems

L.M. Bujorianu, J. Lygeros

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review

    88 Citations (Scopus)

    Abstract

    In this chapter we set up a mathematical structure, called Markov string, to obtaining a very general class of models for stochastic hybrid systems. Markov Strings are, in fact, a class of Markov processes, obtained by a mixing mechanism of stochastic processes, introduced by Meyer. We prove that Markov strings are strong Markov processes with the càdlàg property. We then show how a very general class of stochastic hybrid processes can be embedded in the framework of Markov strings. This class, which is referred to as the General Stochastic Hybrid Systems (GSHS), includes as special cases all the classes of stochastic hybrid processes, proposed in the literature.
    Original languageUndefined
    Title of host publicationStochastic Hybrid Systems: Theory and Safety Critical Applications
    EditorsH.A.P. Blom, J. Lygeros
    Place of PublicationBerlin
    PublisherSpringer
    Pages3-30
    Number of pages28
    ISBN (Print)978-3-540-33466-8
    DOIs
    Publication statusPublished - Jul 2006

    Publication series

    NameLecture Notes in Control and Information Sciences
    PublisherSpringer Verlag
    Number2/337
    Volume337

    Keywords

    • MSC-68U99
    • METIS-238186
    • EWI-6966
    • IR-63443

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