Stochastic Hybrid Systems with Renewal Transitions: Moment Analysis with Application to Networked Control Systems with Delays

@article{Antunes2013StochasticHS,
  title={Stochastic Hybrid Systems with Renewal Transitions: Moment Analysis with Application to Networked Control Systems with Delays},
  author={Duarte Antunes and Jo{\~a}o Pedro Hespanha and Carlos Silvestre},
  journal={SIAM J. Control and Optimization},
  year={2013},
  volume={51},
  pages={1481-1499}
}
We consider stochastic hybrid systems (SHSs) for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an approach based on a set of Volterra equations to compute any statistical moment of the state of the SHS. Moreover, we provide a method to compute the Lyapunov exponents of a given degree, i.e., the exponential rate of decrease or increase at which statistical moments converge to zero or to infinity, respectively… CONTINUE READING
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