Reach Probability Estimation of Rare Events in Stochastic Hybrid Systems

This thesis conducts a series of interrelated research studies on reach probability estimation of rare events for stochastic hybrid systems. Chapter 1 explains that the motivation for these studies stems from the need to assess safety and capacity of a design for a future Air Traffic Management (ATM) concept of operations (ConOps). The safety...

Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System

This paper studies estimation of reach probability for a generalized stochastic hybrid system (GSHS). For diffusion processes a well-developed approach in reach probability estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS)....