Author : Lars Blackmore
Publisher :
ISBN 13 : 9783639098006
Total Pages : 188 pages
Book Rating : 4.0/5 (98 download)
Book Synopsis Robust Execution for Stochastic Hybrid Systems by : Lars Blackmore
Download or read book Robust Execution for Stochastic Hybrid Systems written by Lars Blackmore and published by . This book was released on 2008-12-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: (cont.) For an important class of hybrid discrete-continuous system known as Jump Markov Linear Systems, the resulting deterministic optimization can be posed as a Mixed Integer Linear Program and solved to global optimality using efficient commercially-available solvers. Our second contribution is 'active' hybrid estimation subject to state plan constraints. Exact hybrid state estimation in stochastic hybrid systems is, in general, intractable. Tractable approximate hybrid estimation methods can lose track of the true hybrid state. In this thesis we develop an active hybrid estimation capability, which probes the system in order to reduce uncertainty in the hybrid state. This approach generates control sequences to minimize the probability of approximate hybrid estimation losing the true mode sequence, while ensuring that the state plan is satisfied subject to chance constraints. In order to make this problem tractable, we develop an analytic upper bound on the probability of losing the true mode sequence, and use a convex constraint tightening approach to approximate the chance constraints in the problem. Our final contribution is a novel hybrid model-learning approach. Specifying accurate hybrid system models is essential for accurate estimation and control, but is also extremely challenging. The hybrid executive must therefore determine hybrid system models from observed data. In this thesis we present an approximate Expectation-Maximization method for hybrid model learning; this method extends prior approaches to deal with mode transitions that depend on the continuous state.
