Rare event estimation for a large-scale stochastic hybrid system with air traffic application

Rare Event Simulation using Monte Carlo Methods

Volumn , Issue , 2009, Pages 193-214

  Blom, Henk A P ^b   Bakker, G J Bert ^a   Krystul, Jaroslav ^a  

^a NLR ^*

^b NLR   (Netherlands)

Author keywords

Aggregation of modes; Factorization of reach probability; Free flight air traffic example; Hierarchical hybrid IPS algorithm; Hybrid interacting particle system (HIPS); Importance switching based hybrid IPS algorithm; Sequential Monte Carlo simulation; Stochastic hybrid system (SHS)

Indexed keywords

EID: 79955988739     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470745403.ch9     Document Type: Chapter

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