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Bayesian statistical analysis for performance evaluation in real-time control systems

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Details

Original languageEnglish
Title of host publicationQuantitative Evaluation of Systems
Subtitle of host publication12th International Conference, QEST 2015, Madrid, Spain, September 1-3, 2015, Proceedings
PublisherSpringer Verlag
Pages312-328
Number of pages17
Volume9259
ISBN (Print)9783319222639
DOIs
Publication statusPublished - 2015
Publication typeA4 Article in a conference publication
EventInternational Conference on Quantitative Evaluation of Systems -
Duration: 1 Jan 1900 → …

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume9259
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceInternational Conference on Quantitative Evaluation of Systems
Period1/01/00 → …

Abstract

This paper presents a method for statistical analysis of hybrid systems affected by stochastic disturbances, such as random computation and communication delays. The method is applied to the analysis of a computer controlled digital hydraulic power management system, where such effects are present. Bayesian inference is used to perform parameter estimation and we use hypothesis testing based on Bayes factors to compare properties of different variants of the system to assess the impact of different random disturbances. The key idea is to use sequential sampling to generate only as many samples from the models as needed to achieve desired confidence in the result.