Abstract
The development of autonomous agents, such as mobile robots and software agents, has generated considerable research in recent years. Robotic systems, which are usually built from a mixture of continuous (analog) and discrete (digital) components, are often referred to as hybrid dynamical systems. Traditional approaches to real-time hybrid systems usually define behaviors purely in terms of determinism or sometimes non-determinism. However, this is insufficient as real-time dynamical systems very often exhibit uncertain behavior. To address this issue, we develop a semantic model, Probabilistic Constraint Nets (PCN), for probabilistic hybrid systems. PCN captures the most general structure of dynamic systems, allowing systems with discrete and continuous time/variables, synchronous as well as asynchronous event structures and uncertain dynamics to be modeled in a unitary framework. Based on a formal mathematical paradigm exploiting abstract algebra, topology and measure theory, PCN provides a rigorous formal programming semantics for the design of hybrid real-time embedded systems exhibiting uncertainty.
Similar content being viewed by others
References
Zhang, Y., Mackworth, A.K.: Constraint nets: a semantic model for hybrid systems. Theor. Comput. Sci. 138(1), 211–239 (1995)
Zhang, Y., Mackworth, A.K.: Modeling and analysis of hybrid control systems: An elevator case study. In: Levesque, H., Pirri, F., (eds.) Logical Foundations for Cognitive Agents, pp. 370–396. Springer, Berlin Heidelberg New York (1999)
Barringer, H.: Up and down the temporal way. Tech. rep., Computer Science, University of Manchester, England (September 1985)
Dyck, D., Caines, P.: The logical control of an elevator. IEEE Trans. Automat. Contr. 3, 480–486 (March 1995)
Sanden, B.: An entity-life modeling approach to the design of concurrent software. Commun. ACM 32, 230–243 (March 1989)
St-Aubin, R.: Probabilistic Constraint Nets: A Framework for the Modeling and Verification of Probabilistic Hybrid Systems. PhD thesis, University of British Columbia, Department of Computer Science, www.cs.ubc.ca/spider/staubin/Papers/StAubin.pdf (June 2005)
St-Aubin, R., Mackworth, A.K.: Modeling uncertain dynamical systems and solving behavioural constraints using probabilistic constraint nets. In: ECAI: Workshop on Modeling and Solving Problems with Constraints, pp. 70–85, Valencia, Spain (August 2004)
Gemignani, M.C.: Elementary Topology. Addison-Wesley, Reading, MA (1967)
Hennessy, M.: Algebraic Theory of Processes. MIT, Cambridge, MA (1988)
Vickers, S.: Topology via Logic. Cambridge University Press, Cambridge, UK (1989)
Manes, E.G., Arbib, M.A.: Algebraic Approaches to Program Semantics. Springer, Berlin Heidelberg New York (1986)
Warga, J.: Optimal Control of Differential and Functional Equations. Academic Press, New York (1972)
Royden, H.L.: Real Analysis, 3rd edn. Macmillan, New York (1988)
Billingsley, P.: Probability and Measure, Wiley series in probability and mathematical statistics. Wiley, New York (1986)
Breiman, L.: Probability. Addison-Wesley, Reading, MA (1968)
Williams, D.: Probability with Martingales. Cambridge Mathematical Textbooks, Cambridge (1991)
Rudin, W.: Real and Complex Analysis. McGraw-Hill, New York (1966)
Bratley, P., Fox, B., Schrage, L.: A guide to simulation, 2nd edn. Springer, Berlin Heidelberg New York (1987)
Gentle, J.: Random number generation and Monte Carlo methods. Springer, Berlin Heidelberg New York (1998)
Law, A., Kelton, W.: Simulation Modeling and Analysis, 3rd edn. McGRaw-Hill, New York (2000)
L’Ecuyer, P.: Handbook of Simulation, ch. 4: Random Number Generation, pp. 93–137. Wiley, New York (1998)
St-Aubin, R., Mackworth, A.K.: Constraint-based approach to modeling and verification of probabilistic hybrid systems. Tech. rep. TR-2004-05, University of British Columbia, www.cs.ubc.ca/spider/staubin/Papers/TR-04-05.pdf (April 2004)
Peterson, J.L.: Petri Net Theory and the Modeling of Systems. Prentice -Hall, Englewood Cliffs, NJ (1981)
Jensen, K.: Coloured petri nets and the invariant-method. Theor. Comp. Sci. 14, 317–336 (1981)
Maruyama, G.: Continuous markov processes and stochastic equations. Rend. Circ. Mat. Palermo 4, 48–90 (1955)
Zames, G.: Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses. IEEE Trans. Automat. Contr. 26, 301–320 (1981)
Petersen, I.R., Ugrinovskii, V.A., Savkin, A.V.: Robust Control Design Using H ∞ Methods. Springer, Berlin Heidelberg New York (2000)
Richter, S., Hodel, A., Pruett, P.: Homotopy methods for the solution of general modified riccati equations. IEE. Proceedings.-D, Control Theory Appl. 160(6), 449–454 (1993)
Ugrinovskii, V.A.: Robust H∞ control in the presence of stochastic uncertainty. Int. J. Control 71(2), 219–237 (1998)
Damm, T., Hinrichsen, D.: Newton’s method for a rational matrix equation occurring in stochastic control. Linear Algebra Appl. 332/334, pp. 81–109 (2001)
Wonham, W.: On a matrix Riccati equation of stochastic control. SIAM J. Control 6(4), 681–697 (1968)
Guo, C.-H.: Iterative solution of a matrix riccati equation arising in stochastic control. Oper. Theory Adv. Appl. 130, 209–221 (2001)
Maler, O., Manna, Z., Pnueli, A.: From timed to hybrid systems. Real-time: theory in practice in lecture notes in computer science, pp. 448–484 (1992)
Nerode, A., Kohn, W.: Models for hybrid systems: Automata, topologies, controllability, observability. In: Grossman, R.L., Nerode, A., Ravn, A.P., Rischel, H. (eds.) Hybrid Systems. Lecture Notes on Computer Science (736), pp. 317–356. Springer, Berlin Heidelberg New York (1993)
Puterman, M.L.: Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York (1994)
Murphy, K.: Dynamic Bayesian Networks: Representation, Inference and Learning. PhD thesis, UC Berkeley, Computer Science Division (July 2002)
Hofbaur, M., Williams, B.: Hybrid estimation of complex systems. In: IEEE Transactions on Man and Cybernetics, Part B: Cybern. 34(5), 2178–2191 (2004)
Stanislav Funiak, L.J.B., Williams, B.C.: Gaussian particle filtering for concurrent hybrid models with autonomous transitions. J. Artif. Intell. Res. (2007)
Beetz, M., Grosskreutz, H.: Probabilistic hybrid action models for predicting concurrent percept-driven robot behavior. In: Artificial Intelligence Planning Systems, pp. 42–61 (2000)
Tarksi, A.: A lattice theoretical fixpoint theorem and its applications. Pac. J. Math. 5, 285–309 (1955)
Cassela, G., Berger, R.: Statistical Inference. Wadsworth and Brooks/Cole, Belmont, California (1990)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
St-Aubin, R., Friedman, J. & Mackworth, A.K. A formal mathematical framework for modeling probabilistic hybrid systems. Ann Math Artif Intell 47, 397–425 (2006). https://doi.org/10.1007/s10472-006-9035-0
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10472-006-9035-0