Bayesian Statistical Analysis for Performance Evaluation in Real-Time Control Systems

Pontus Boström, Mikko Heikkilä, Mikko Huova, Marina Walden, Matti Linjama

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

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.
Original languageUndefined/Unknown
Title of host publicationQuantitative Evaluation of Systems - 12th International Conference, QEST 2015, Madrid, Spain, September 1-3, 2015, Proceedings
EditorsJ Campos, BR Haverkort
PublisherSpringer
Pages312–328
ISBN (Electronic)978-3-319-22264-6
ISBN (Print)978-3-319-22263-9
DOIs
Publication statusPublished - 2015
MoE publication typeA4 Article in a conference publication
EventQuantitative Evaluation of Systems (QEST) - Quantitative Evaluation of Systems (QEST'15)
Duration: 1 Sep 20153 Sep 2015

Conference

ConferenceQuantitative Evaluation of Systems (QEST)
Period01/09/1503/09/15

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