Mode estimation of probabilistic hybrid systems

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Traditional methods for separately estimating discrete and continuous behaviour are extended to hybrid systems. The core problem is to estimate the mode of the system with failures due to state disturbances and measurement noise. A modeling formalism is introduced, called concurrent Probabilistic Hybrid Automata (cPHA), that merges hidden Markov models with continuous dynamical system models. A cPHA provides a modeling framework that captures probabilistic mode transitions. This is unlike most traditional approaches which define mode transitions to be deterministic or do not specify probabilities for transitions. Next, a hybrid mode observer is introduced. The observer uses the results of continuous state estimates to estimate a system's mode changes, and coordinates the actions of a set of continuous state observers. In addition a novel any-time, any-space algorithm is provided for computing approximate hybrid estimates. An illustrative example is considered. For the entire collection see [Zbl 0989.00055].











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