Stochastic Control and Analysis of Hybrid Systems


   

 

Next

  Aims | Main Results Documents |Back to the table of contents


 

Aims

 

Most control algorithms used in embedded controller applications are heuristic because of both theoretical limitations and the limitations of the computing platform. The necessity of predictable performance is acute in real-time applications, so that computations whose running time can not be reliably estimated should be avoided. Existing control theories do not take into account physical constraints, such as timing, posed by embedded control applications. Therefore the gap between the world of well-founded algorithms and implementations is large. The models used to describe the system do not reflect accurately the plant behaviour, or the interaction between the plant and the controller. Hybrid systems have been proposed as a source of new models for capturing the mixed nature of real-word behaviours. The strong expressive power of hybrid systems makes them promising for their use in the challenging area of embedded control.

 

In the COLUMBUS project, hybrid systems play the role of an interchange format, which allows the integration of tools and methods available for hybrid controller design. In practice, the modelling of many phenomena requires the integration of both probabilistic and hybrid (mixed discrete – continuous) aspects. Even though deterministic hybrid models can capture a wide range of behaviours encountered in practice, stochastic features are very important, because of the uncertainty inherent in most real world applications. This implies the necessity to introduce the stochastic hybrid system concept. Roughly speaking, stochastic hybrid systems are hybrid systems (which are interacting networks of digital and continuous systems) with some stochastic flavour.

 

These systems typically contain variables, or signals that take values from a continuous set and also variables that take values from a discrete (finite or countable) set. Differential equations or stochastic differential equations generally give the continuous dynamics of such systems. A Markov chain generally governs the discrete-variable dynamics of stochastic hybrid systems. The stochastic features might be present in the continuous dynamics, or in the discrete dynamics, or in both. The continuous and discrete dynamics coexist and interact with each other and because of this it is important to use models that accurately describe the dynamic behaviour of such hybrid systems. Stochastic hybrid systems are used, in the COLUMBUS project, as a paradigm for modelling embedded systems with safety critical performance requirements. Embedded systems of this type have to operate in an uncertain and often adversarial environment. Stochastic analysis and control of hybrid systems is therefore essential to study and improve the performance of embedded systems in the presence of uncertainty.

 

In the context of stochastic hybrid systems we focused on the following main issues:

1. Modelling of general stochastic hybrid systems;

2. Theoretical foundation of reachability analysis of stochastic hybrid systems;

3.Stability and stabilisation of stochastic hybrid systems.

 

The study of a number of safety critical situations involving power train, aircraft and air traffic control motivated the investigation of the first issue. The conclusion of this study was that different types of models seem to be needed to capture the variety of different situations that can arise in practice. This implies that a number of different techniques and tools must be mastered to deal with all the cases of interest. If a general stochastic hybrid system framework were available then a single set of results, simulation procedures, etc. could be used in all cases. In the setting of a general model for stochastic hybrid systems the main problem is how to integrate the two central modelling paradigms: hybrid systems and stochastic aspects.

 

The second issue, that of reachability, is motivated by the fact that in practice safety constraints can be naturally formulated as questions of reachability of certain sets in the state space. In the context of stochastic hybrid systems such questions have to be addressed in a probabilistic setting.

 

Roughly speaking, stability means insensitivity of the state of the system to small changes in the initial state or the parameters of the systems. For a stable system, the trajectories, which are close to each other at a specific instant, should remain close to each other at all subsequent instants. Some property such as this is required for useful modelling of the real world, since model parameters and initial conditions are never known perfectly. Several notions of stability are possible. When stochastic systems are involved, even more possibilities arise. It often happens that a system is observable only when it operates in certain modes. Accordingly, in these modes one may be able to design a feedback controller, based on the observations, which stabilises the given system. This leads to important questions of stabilisability.

 

 

   

 

Next

  Aims | Main Results Documents |Back to the table of contents