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This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

Data-driven modeling and machine learning are widely used to model the behavior of dynamic systems. One application is the residual evaluation of technical systems where model predictions are compared with measurement data to create…

Machine Learning · Computer Science 2023-05-09 Arman Mohammadi , Theodor Westny , Daniel Jung , Mattias Krysander

This paper concerns two algorithms for solving optimal control problems with hybrid systems. The first algorithm aims at hybrid systems exhibiting sliding modes. The first algorithm has several features which distinguishes it from the other…

Optimization and Control · Mathematics 2025-08-05 Radoslaw Pytlak , Damian Suski

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

A key ingredient to achieving intelligent behavior is physical understanding that equips robots with the ability to reason about the effects of their actions in a dynamic environment. Several methods have been proposed to learn dynamics…

Robotics · Computer Science 2020-01-24 David Millard , Eric Heiden , Shubham Agrawal , Gaurav S. Sukhatme

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism…

Hybrid dynamical systems have proven to be a powerful modeling abstraction, yet fundamental questions regarding the dynamical properties of these systems remain. In this paper, we develop a novel class of relaxations which we use to recover…

Dynamical Systems · Mathematics 2017-10-25 Tyler Westenbroek , S. Shankar Sastry , Humberto Gonzalez

Gas Transmission Networks are large-scale complex systems, and corresponding design and control problems are challenging. In this paper, we consider the problem of control and management of these systems in crisis situations. We present…

Artificial Intelligence · Computer Science 2012-10-01 Amir Noori , Mohammad Bagher Menhaj , Masoud Shafiee

Stability of power networks is an increasingly important topic because of the high penetration of renewable distributed generation units. This requires the development of advanced (typically model-based) techniques for the analysis and…

Systems and Control · Computer Science 2018-09-14 T. W. Stegink , C. De Persis , A. J. van der Schaft

This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shuo Yuan , Le Yi Wang , George Yin , Masoud H. Nazari

Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…

Machine Learning · Computer Science 2025-01-17 Yann Claes , Vân Anh Huynh-Thu , Pierre Geurts

We investigate the automatic differentiation of hybrid models, viz. models that may contain delays, logical tests and discontinuities or loops. We consider differentiation with respect to parameters, initial conditions or the time. We…

Systems and Control · Computer Science 2017-06-13 John Masse , Clara Masse , François Ollivier

A hybrid system is a system whose dynamics is given by a mixture of both continuous and discrete transitions. In particular, these systems can be utilised to describe the dynamics of a mechanical system with impacts. Based on the approach…

Mathematical Physics · Physics 2024-08-21 Leonardo Colombo , Manuel de León , María Emma Eyrea Irazú , Asier López-Gordón

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

Dynamical Systems · Mathematics 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…

chao-dyn · Physics 2007-05-23 N. Berglund , H. Kunz

Hybrid dynamical systems, i.e. systems that have both continuous and discrete states, are ubiquitous in engineering, but are difficult to work with due to their discontinuous transitions. For example, a robot leg is able to exert very…

Robotics · Computer Science 2024-09-04 Nathan J. Kong , J. Joe Payne , James Zhu , Aaron M. Johnson

Rigid bodies, plastic impact, persistent contact, Coulomb friction, and massless limbs are ubiquitous simplifications introduced to reduce the complexity of mechanics models despite the obvious physical inaccuracies that each incurs…

Robotics · Computer Science 2020-07-31 Aaron M. Johnson , Samuel A. Burden , Daniel E. Koditschek

Controlling hybrid systems is mostly very challenging due to the variety of dynamics these systems can exhibit. Inspired by the concept of differential flatness of nonlinear continuous systems and their inherent invertibility property, the…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Tobias Kleinert , Veit Hagenmeyer