2020
DOI: 10.1016/j.automatica.2019.108634
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Moment analysis of stochastic hybrid systems using semidefinite programming

Abstract: This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -which consist of polynomial continuous vector fields, reset maps, and transition intensities -the dynamics of moments evolve according to a system of linear ordinary differential equations. However, it is generally not possible to solve the system exactly since time evolution of a specific moment may depend upon moments of order higher than it. One way to overcome this pr… Show more

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Cited by 13 publications
(8 citation statements)
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References 31 publications
(48 reference statements)
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“…We validate these approximations using exact semianalytical approach based on ref. 67 (SI Appendix, section S4D). The formula for CV 2 Y * above is written in terms of various sources of noise, as previously done for gene-regulation models (68)(69)(70).…”
Section: [13b]mentioning
confidence: 99%
“…We validate these approximations using exact semianalytical approach based on ref. 67 (SI Appendix, section S4D). The formula for CV 2 Y * above is written in terms of various sources of noise, as previously done for gene-regulation models (68)(69)(70).…”
Section: [13b]mentioning
confidence: 99%
“…We validate these approximations using exact semi-analytical approach based on [65] (section S3-B, SI). The formula for CV 2 Y * above is written in terms of various sources of noise, as previously done for gene regulation models [66][67][68].…”
Section: Reaction Population Update Transition Ratementioning
confidence: 99%
“…Here, we exploit the fact that X T is finite to come up with an alternate state space where moment dynamics is closed. The computations follow the formalism proposed in [65]. Another closely related method is the method of conditional moments described in [82].…”
Section: S3-b-d Exact Moment Computationmentioning
confidence: 99%
“…Several moment closure methods that provide approximation to moment dynamics have been proposed in literature [17,[20][21][22][23][24][25][26][27][28][29][30][31]. These methods are based on several themes such as linearization, neglecting some higher order moments/cumulants, assumptions on underlying distribution, preservation of some dynamical, physical or moment properties , etc.…”
Section: Moment Dynamics For Homomermentioning
confidence: 99%