| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 721933 | IFAC Proceedings Volumes | 2006 | 6 Pages |
Abstract
Algorithms to approximate the evolution of probability density functions for stochastic hybrid systems rely on the knowledge of appropriate short time propagators. It is shown that a path integral propagator known for continuous stochastic systems can be adapted to the hybrid case. With this propagator, the HybPathTree algorithm performs well concerning precision and computational effort, e.g. in reachability analysis.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Gerwald Lichtenberg, Philipp Rostalski,