A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid system

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 17, Issue 1 PART 1, 2008, Pages

  Bect, Julien ^a  

^a NONE

Author keywords

Hybrid systems modeling and control; Simulation of stochastic systems

Indexed keywords

EVOLUTION EQUATIONS; FOKKER-PLANCK-KOLMOGOROV; FOKKER-PLANCK-KOLMOGOROV EQUATION; FPK EQUATION; HYBRID STATE; PROBABILITY CURRENT; PROBABILITY LAW; SIMULATION OF STOCHASTIC SYSTEMS; STOCHASTIC HYBRID SYSTEMS; STOCHASTIC INTENSITY; TIME EVOLUTIONS;

COMPUTATIONAL COMPLEXITY; DIFFERENTIAL EQUATIONS; HYBRID COMPUTERS; HYBRID SENSORS; HYBRID SYSTEMS; PROBABILITY; RECONNAISSANCE AIRCRAFT; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

FOKKER PLANCK EQUATION;

EID: 79961018936     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20080706-5-KR-1001.3331     Document Type: Conference Paper

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