Related papers: Verifying Stochastic Hybrid Systems with Temporal …
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…
This paper addresses the problem of verifying discrete-time stochastic systems against omega-regular specifications using finite-state abstractions. Omega-regular properties allow specifying complex behavior and encompass, for example,…
Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
In this paper, we consider stochastic realization theory of Linear Switched Systems (LSS) with i.i.d. switching. We characterize minimality of stochastic LSSs and show existence and uniqueness (up to isomorphism) of minimal LSSs in…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…
We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…
Two approaches to moment matching based model reduction of aperiodically sampled data systems are given. The term "aperiodic sampling" is used in the paper to indicate that the time between two consecutive sampling instants can take its…
In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As special cases, this class of systems includes both jump linear stochastic systems…
Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…
Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it…
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.…
Transaction-level modeling with SystemC has been very successful in describing the behavior of embedded systems by providing high-level executable models, in which many of them have inherent probabilistic behaviors, e.g., random data and…
In this paper we present an algorithm for performing runtime verification of a bounded temporal logic over timed runs. The algorithm consists of three elements. First, the bounded temporal formula to be verified is translated into a monadic…
Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
Rational verification is the problem of determining which temporal logic properties will hold in a multi-agent system, under the assumption that agents in the system act rationally, by choosing strategies that collectively form a…