SEMINAR SERIES – SPRING 2019 Stochastic Hybrid Systems...

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Robotics, Controls, and Dynamical Systems SEMINAR SERIES SPRING 2019 Stochastic Hybrid Systems: Advances, Challenges, and Applications FRIDAY JANUARY 25 th 2:00 pm Clark Conference Room (ECAD 109) College of Engineering & Applied Science UNIVERSITY OF COLORADO BOULDER Prof. Andrew R. Teel University of California, Santa Barbara ABSTRACT This talk presents recent advances in the modeling of stochastic hybrid systems. Such systems involve state variables that can flow continuously and may also experience discontinuous jumps. Flows are limited to an admissible region of the state space. Jumps may be enabled by the state reaching a certain region or they may be triggered randomly in time. Stochastic signals drive the flows and the jumps. A solution is a set of sample paths that satisfy the flow and jump constraints as well as constraints on the dynamics for each type of evolution. In general, the constraints are weak enough to permit non-unique solutions. This flexibility is an important feature of hybrid systems. However, it also makes establishing a complete stability theory for general stochastic hybrid systems daunting. This talk will discuss the progress that has been made on stability theory for stochastic hybrid systems and will also mention some remaining challenges. Finally, it concludes by showing how stochastic hybrid systems can be used to model stochastic hybrid optimization algorithms that are designed for optimization on manifolds without boundary. This application will be demonstrated via optimization on the unit sphere. ABOUT THE SPEAKER Andrew R. Teel is a Distinguished Professor at the University of California, Santa Barbara, where he also serves as Director of the Center for Control, Dynamics, and Computation (CCDC). He received his A.B. degree in Engineering Sciences from Dartmouth College in Hanover, New Hampshire, in 1987, and his M.S. and Ph.D. degrees in Electrical Engineering from the University of California, Berkeley, in 1989 and 1992, respectively. After receiving his Ph.D., he was a postdoctoral fellow at the Ecole des Mines de Paris in Fontainebleau, France. Before joining UCSB in 1997 he was an Assistant Professor at the Electrical Engineering Department at the University of Minnesota. He has received NSF Research Initiation and CAREER Awards, the 1998 IEEE Leon K. Kirchmayer Prize Paper Award, the 1998 George S. Axelby Outstanding Paper Award, the first SIAM Control and Systems Theory Prize in 1998, the 1999 Donald P. Eckman Award, the 2001 O. Hugo Schuck Best Paper Award, the 2010 IEEE Control Systems Magazine Outstanding Paper Award, and the Certificate of Excellent Achievements from the IFAC Technical Committee on Nonlinear Control Systems. He is Editor-in-Chief for Automatica, a Fellow of the IEEE and of IFAC, and co-author of two books in nonlinear control and hybrid systems.

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Robotics, Controls, and Dynamical Systems SEMINAR SERIES – SPRING 2019

Stochastic Hybrid Systems: Advances, Challenges, and Applications

FRIDAY JANUARY 25th

2:00 pm Clark Conference Room

(ECAD 109)

College of Engineering & Applied Science UNIVERSITY OF COLORADO BOULDER

Prof. Andrew R. Teel University of California,

Santa Barbara

ABSTRACT

This talk presents recent advances in the modeling of stochastic hybrid systems. Such systems involve state variables that can flow continuously and may also experience discontinuous jumps. Flows are limited to an admissible region of the state space. Jumps may be enabled by the state reaching a certain region or they may be triggered randomly in time. Stochastic signals drive the flows and the jumps. A solution is a set of sample paths that satisfy the flow and jump constraints as well as constraints on the dynamics for each type of evolution. In general, the constraints are weak enough to permit non-unique solutions. This flexibility is an important feature of hybrid systems. However, it also makes establishing a complete stability theory for general stochastic hybrid systems daunting. This talk will discuss the progress that has been made on stability theory for stochastic hybrid systems and will also mention some remaining challenges. Finally, it concludes by showing how stochastic hybrid systems can be used to model stochastic hybrid optimization algorithms that are designed for optimization on manifolds without boundary. This application will be demonstrated via optimization on the unit sphere.

ABOUT THE SPEAKER Andrew R. Teel is a Distinguished Professor at the University of California, Santa Barbara, where he also serves as Director of the Center for Control, Dynamics, and Computation (CCDC). He received his A.B. degree in Engineering Sciences from Dartmouth College in Hanover, New Hampshire, in 1987, and his M.S. and Ph.D. degrees in Electrical Engineering from the University of California, Berkeley, in 1989 and 1992, respectively. After receiving his Ph.D., he was a postdoctoral fellow at the Ecole des Mines de Paris in Fontainebleau, France. Before joining UCSB in 1997 he was an Assistant Professor at the Electrical Engineering Department at the University of Minnesota. He has received NSF Research Initiation and CAREER Awards, the 1998 IEEE Leon K. Kirchmayer Prize Paper Award, the 1998 George S. Axelby Outstanding Paper Award, the first SIAM Control and Systems Theory Prize in 1998, the 1999 Donald P. Eckman Award, the 2001 O. Hugo Schuck Best Paper Award, the 2010 IEEE Control Systems Magazine Outstanding Paper Award, and the Certificate of Excellent Achievements from the IFAC Technical Committee on Nonlinear Control Systems. He is Editor-in-Chief for Automatica, a Fellow of the IEEE and of IFAC, and co-author of two books in nonlinear control and hybrid systems.