Print Email Facebook Twitter Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System Title Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System Author Blom, H.A.P. (TU Delft Air Transport & Operations; Royal Netherlands Aerospace Centre NLR) Ma, H. (TU Delft Air Transport & Operations; Northwestern Polytechnical University) Bakker, G. J.(Bert) (Royal Netherlands Aerospace Centre NLR) Date 2018-01-01 Abstract This paper studies estimation of reach probability for a generalized stochastic hybrid system (GSHS). For diffusion processes a well-developed approach in reach probability estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS). The theory of this IPS approach has been extended to arbitrary strong Markov processes, which includes GSHS executions. Because Monte Carlo simulation of GSHS particles involves sampling of Brownian motion as well as sampling of random discontinuities, the practical elaboration of the IPS approach for GSHS is not straightforward. The aim of this paper is to elaborate the IPS approach for GSHS by using complementary Monte Carlo sampling techniques. For a simple GSHS example, it is shown that and why the specific technique selected for sampling discontinuities can have a major influence on the effectiveness of IPS in reach probability estimation. Subject FactorizationInteracting ParticlesRare eventReach ProbabilityStochastic Hybrid System To reference this document use: http://resolver.tudelft.nl/uuid:e6b6fd3a-7328-4405-be8e-db5a21b18d8b DOI https://doi.org/10.1016/j.ifacol.2018.08.014 ISSN 2405-8963 Source IFAC-PapersOnLine, 51 (16), 79-84 Event ADHS 2018: 6th IFAC Conference on Analysis and Design of Hybrid Systems, 2018-07-11 → 2018-07-13, Oxford, United Kingdom Part of collection Institutional Repository Document type journal article Rights © 2018 H.A.P. Blom, H. Ma, G. J.(Bert) Bakker Files PDF 1_s2.0_S2405896318311273_main.pdf 710.45 KB Close viewer /islandora/object/uuid:e6b6fd3a-7328-4405-be8e-db5a21b18d8b/datastream/OBJ/view