Abstract
In this paper, we propose a definition of equivalence via stochastic bisimulation for the class of discrete-time stochastic linear control systems with possibly degenerate normally distributed disturbances. The notion is inspired by the notion of probabilistic bisimulation for probabilistic chains. Geometric necessary and sufficient conditions for checking this notion are derived. Model reduction via Kalman-like decomposition is also proposed. Connections with stochastic reachability are discussed and with finite horizon stochastic safety problems established. A discussion on the use of stochastic bisimulation equivalence for control design is given, and an application to optimal control problems with stochastic reachability specifications is finally presented.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
