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Markov Set-Chains as Abstractions of Stochastic Hybrid Systems

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Book cover Hybrid Systems: Computation and Control (HSCC 2008)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4981))

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Abstract

The objective of this study is to introduce an abstraction procedure that applies to a general class of dynamical systems, that is to discrete-time stochastic hybrid systems (dt-SHS). The procedure abstracts the original dt-SHS into a Markov set-chain (MSC) in two steps. First, a Markov chain (MC) is obtained by partitioning the hybrid state space, according to a controllable parameter, into non-overlapping domains and computing transition probabilities for these domains according to the dynamics of the dt-SHS. Second, explicit error bounds for the abstraction that depend on the above parameter are derived, and are associated to the computed transition probabilities of the MC, thus obtaining a MSC. We show that one can arbitrarily increase the accuracy of the abstraction by tuning the controllable parameter, albeit at an increase of the cardinality of the MSC. Resorting to a number of results from the MSC literature allows the analysis of the dynamics of the original dt-SHS. In the present work, the asymptotic behavior of the dt-SHS dynamics is assessed within the abstracted framework.

This work was partially supported by European Commission under Project IST NoE HYCON contract n. 511368, STREP project n. TREN/07/FP6AE/S07.71574/ 037180 IFLY, and by the NSF grant CCR-0225610.

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Magnus Egerstedt Bud Mishra

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Abate, A., D’Innocenzo, A., Di Benedetto, M.D., Sastry, S.S. (2008). Markov Set-Chains as Abstractions of Stochastic Hybrid Systems. In: Egerstedt, M., Mishra, B. (eds) Hybrid Systems: Computation and Control. HSCC 2008. Lecture Notes in Computer Science, vol 4981. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78929-1_1

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  • DOI: https://doi.org/10.1007/978-3-540-78929-1_1

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-78928-4

  • Online ISBN: 978-3-540-78929-1

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