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68
Stability criteria for switched and hybrid systems
 SIAM Review
, 2007
"... The study of the stability properties of switched and hybrid systems gives rise to a number of interesting and challenging mathematical problems. The objective of this paper is to outline some of these problems, to review progress made in solving these problems in a number of diverse communities, an ..."
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Cited by 114 (8 self)
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The study of the stability properties of switched and hybrid systems gives rise to a number of interesting and challenging mathematical problems. The objective of this paper is to outline some of these problems, to review progress made in solving these problems in a number of diverse communities, and to review some problems that remain open. An important contribution of our work is to bring together material from several areas of research and to present results in a unified manner. We begin our review by relating the stability problem for switched linear systems and a class of linear differential inclusions. Closely related to the concept of stability are the notions of exponential growth rates and converse Lyapunov theorems, both of which are discussed in detail. In particular, results on common quadratic Lyapunov functions and piecewise linear Lyapunov functions are presented, as they represent constructive methods for proving stability, and also represent problems in which significant progress has been made. We also comment on the inherent difficulty of determining stability of switched systems in general which is exemplified by NPhardness and undecidability results. We then proceed by considering the stability of switched systems in which there are constraints on the switching rules, through both dwell time requirements and state dependent switching laws. Also in this case the theory of Lyapunov functions and the existence of converse theorems is reviewed. We briefly comment on the classical Lur’e problem and on the theory of stability radii, both of which contain many of the features of switched systems and are rich sources of practical results on the topic. Finally we present a list of questions and open problems which provide motivation for continued research in this area.
A positive systems model of TCPlike congestion control: Asymptotic results
 IEEE/ACM Transactions on Networking
, 2004
"... In this paper we study communication networks that employ droptail queueing and AdditiveIncrease MultiplicativeDecrease (AIMD) congestion control algorithms. We show that the theory of nonnegative matrices may be employed to model such networks. In particular, we show that important network p ..."
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Cited by 64 (10 self)
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In this paper we study communication networks that employ droptail queueing and AdditiveIncrease MultiplicativeDecrease (AIMD) congestion control algorithms. We show that the theory of nonnegative matrices may be employed to model such networks. In particular, we show that important network properties such as: (i) fairness; (ii) rate of convergence; and (iii) throughput; can be characterised by certain nonnegative matrices that arise in the study of AIMD networks. We demonstrate that these results can be used to develop tools for analysing the behaviour of AIMD communication networks. The accuracy of the models is demonstrated by means of several NSstudies.
A framework for worstcase and stochastic safety verification using barrier certificates
 IEEE TRANSACTIONS ON AUTOMATIC CONTROL
, 2007
"... This paper presents a methodology for safety verification of continuous and hybrid systems in the worstcase and stochastic settings. In the worstcase setting, a function of state termed barrier certificate is used to certify that all trajectories of the system starting from a given initial set do ..."
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Cited by 50 (1 self)
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This paper presents a methodology for safety verification of continuous and hybrid systems in the worstcase and stochastic settings. In the worstcase setting, a function of state termed barrier certificate is used to certify that all trajectories of the system starting from a given initial set do not enter an unsafe region. No explicit computation of reachable sets is required in the construction of barrier certificates, which makes it possible to handle nonlinearity, uncertainty, and constraints directly within this framework. In the stochastic setting, our method computes an upper bound on the probability that a trajectory of the system reaches the unsafe set, a bound whose validity is proven by the existence of a barrier certificate. For polynomial systems, barrier certificates can be constructed using convex optimization, and hence the method is computationally tractable. Some examples are provided to illustrate the use of the method.
Stochastic models for chemically reacting systems using polynomial stochastic hybrid systems
 Int. J. Robust Nonlinear Control
, 2005
"... Abstract. A stochastic model for chemical reactions is presented, which represents the population of various species involved in a chemical reaction as the continuous state of a polynomial Stochastic Hybrid System (pSHS). pSHSs correspond to stochastic hybrid systems with polynomial continuous vecto ..."
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Cited by 47 (18 self)
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Abstract. A stochastic model for chemical reactions is presented, which represents the population of various species involved in a chemical reaction as the continuous state of a polynomial Stochastic Hybrid System (pSHS). pSHSs correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, and transition intensities. We show that for pSHSs, the dynamics of the statistical moments of its continuous states, evolves according to infinitedimensional linear ordinary differential equations (ODEs), which can be approximated by finitedimensional nonlinear ODEs with arbitrary precision. Based on this result, a procedure to build this types of approximation is provided. This procedure is used to construct approximate stochastic models for a variety of chemical reactions that have appeared in literature. These reactions include a simple bimolecular reaction, for which one can solve the master equation; a decayingdimerizing reaction set which exhibits two distinct time scales; a reaction for which the chemical rate equations have a continuum of equilibrium points; and the bistable Schögl reaction. The accuracy of the approximate models is investigated by comparing with Monte Carlo simulations or the solution to the Master equation, when available. 1
A Toolbox of HamiltonJacobi Solvers for Analysis of Nondeterministic Continuous and Hybrid Systems
 In HSCC 2005, LNCS 3414
, 2005
"... Submitted to HSCC 2005. Please do not redistribute Abstract. HamiltonJacobi partial differential equations have many applications in the analysis of nondeterministic continuous and hybrid systems. Unfortunately, analytic solutions are seldom available and numerical approximation requires a great de ..."
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Cited by 36 (3 self)
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Submitted to HSCC 2005. Please do not redistribute Abstract. HamiltonJacobi partial differential equations have many applications in the analysis of nondeterministic continuous and hybrid systems. Unfortunately, analytic solutions are seldom available and numerical approximation requires a great deal of programming infrastructure. In this paper we describe the first publicly available toolbox for approximating the solution of such equations, and discuss three examples of how these equations can be used in systems analysis: cost to go, stochastic differential games, and stochastic hybrid systems. For each example we briefly summarize the relevant theory, describe the toolbox implementation, and provide results. 1
Toward a general theory of stochastic hybrid systems. Stochastic hybrid systems
 LNCIS
"... In this chapter we set up a mathematical structure, called Markov string, to obtaining a very general class of models for stochastic hybrid systems. Markov Strings are, in fact, a class of Markov processes, obtained by a mixing mechanism of stochastic processes, introduced by Meyer. We prove that Ma ..."
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Cited by 28 (4 self)
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In this chapter we set up a mathematical structure, called Markov string, to obtaining a very general class of models for stochastic hybrid systems. Markov Strings are, in fact, a class of Markov processes, obtained by a mixing mechanism of stochastic processes, introduced by Meyer. We prove that Markov strings are strong Markov processes with the cadlag property. We then show how a very general class of stochastic hybrid processes can be embedded in the framework of Markov strings. This class, which is referred to as the General Stochastic Hybrid Systems (GSHS), includes as special cases all the classes of stochastic hybrid processes, proposed in the literature.
Safety verification using barrier certificates
 In HSCC, volume 2993 of LNCS
, 2004
"... Abstract — We develop a new method for safety verification of stochastic systems based on functions of states termed barrier certificates. Given a stochastic continuous or hybrid system and sets of initial and unsafe states, our method computes an upper bound on the probability that a trajectory of ..."
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Cited by 26 (8 self)
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Abstract — We develop a new method for safety verification of stochastic systems based on functions of states termed barrier certificates. Given a stochastic continuous or hybrid system and sets of initial and unsafe states, our method computes an upper bound on the probability that a trajectory of the system reaches the unsafe set, a bound whose validity is proven by the existence of a barrier certificate. For polynomial systems, both the upper bound and its corresponding barrier certificate can be computed using convex optimization, and hence the method is computationally tractable. I.
Computational Methods for Reachability Analysis of Stochastic Hybrid
 Systems, Hybrid Systems: Computation and Control 2006 LNCS 3927
, 2006
"... Abstract. Stochastic hybrid system models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reachability properties for such systems is a critical problem. Developing algorithms for reachability analysis is challen ..."
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Cited by 25 (8 self)
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Abstract. Stochastic hybrid system models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reachability properties for such systems is a critical problem. Developing algorithms for reachability analysis is challenging because of the interaction between the discrete and continuous stochastic dynamics. In this paper, we propose a probabilistic method for reachability analysis based on discrete approximations. The contribution of the paper is twofold. First, we show that reachability can be characterized as a viscosity solution of a system of coupled HamiltonJacobiBellman equations. Second, we present a numerical method for computing the solution based on discrete approximations and we show that this solution converges to the one for the original system as the discretization becomes finer. Finally, we illustrate the approach with a navigation benchmark that has been proposed for hybrid system verification. 1
Lognormal Moment Closures for Biochemical Reactions
"... In the stochastic formulation of chemical reactions, the dynamics of the the first Morder moments of the species populations generally do not form a closed system of differential equations, in the sense that the timederivatives of first Morder moments generally depend on moments of order higher t ..."
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Cited by 21 (7 self)
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In the stochastic formulation of chemical reactions, the dynamics of the the first Morder moments of the species populations generally do not form a closed system of differential equations, in the sense that the timederivatives of first Morder moments generally depend on moments of order higher thanM. However, for analysis purposes, these dynamics are often made to be closed by approximating the needed derivatives of the first Morder moments by nonlinear functions of the same moments. These functions are called the moment closure functions. Recent results have introduced the technique of derivativematching, where the moment closure functions are obtained by first assuming that they exhibit a certain separable form, and then matching time derivatives of the exact (not closed) moment equations with that of the approximate (closed) equations for some initial time and set of initial conditions. However, for multispecies reactions these results have been restricted to second order truncations, i.e, M = 2. This paper extends these results by providing explicit formulas to construct moment closure functions for any arbitrary order of truncation M. We show that with increasing M the closed moment equations provide more accurate approximations to the exact moment equations. Striking features of these moment closure functions are that they are independent of the reaction parameters (reaction rates and stoichiometry) and moreover the dependence of higherorder moment on lower order ones is consistent with the population being jointly lognormally distributed. To illustrate the applicability of our results we consider a simple bimolecular reaction. Moment estimates from a third order truncation are compared with estimates obtained from a large number of Monte Carlo simulations.