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Moment Analysis of Stochastic Hybrid Systems Using Semidefinite Programming

Authors: Khem Raj Ghusinga, Andrew Lamperski, and Abhyudai Singh

This repository contains codes related to the following paper:

Ghusinga, Khem Raj, Andrew Lamperski, and Abhyudai Singh. "Moment analysis of stochastic hybrid systems using semidefinite programming." Automatica 112: 108634, 2020.

The code to simulate the Stochastic Hybrid System (SHS) in Example 1 of the paper is provided in the folder "simulateSHSrecast". The code to compute lower and upper bounds on the moments using semidefinite program in the Example 1 of the paper is in the folder "sdp".

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