Stochastic Hybrid Systems pp 3-30

Part of the Lecture Notes in Control and Information Science book series (LNCIS, volume 337) | Cite as

Toward a General Theory of Stochastic Hybrid Systems

  • Manuela L. Bujorianu
  • John Lygeros
Chapter

Abstract

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 càdlàg 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.

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Authors and Affiliations

  • Manuela L. Bujorianu
    • 1
  • John Lygeros
    • 2
  1. 1.Department of Engineering, University of Cambridge, Cambridge CB2 1PZU.K.
  2. 2.Department of Electrical and Computer Engineering, University of Patras, Rio, Patras, GR-26500Greece

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