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\end{proposition}\noindent\proof Let the superscript ${\res}$ denote the variablesof $\Sigma^{\res}$. Let$x_b(k)=[x_b^{\res}(k);x_b^{\res}(k-1);\delta_e^{\res}(k-1);u_b^{\res}(k-1)]$,where $;$ denotes the concatenation of column vectors,$\delta_e(k)=\delta_e^{\res}(k)$, $u_b(k)=u_b^{\res}(k)$,$x_r(k)=x_r^{\res}(k)$, $u_r(k)=u_r^{\res}(k)$,$y_r(k)=y_r^{\res}(k)$, $y_b(k)=y_b^{\res}(k)$, and define the FSM\[ x'_b(k)=f_{\rm B}(x_b(k),u_b(k),\delta_e(k))=\smallmat{f_{\rm B}^{\res}(x_b^{\res}(k),u_b(k),\delta_e(k))\\x_b^{\res}(k)\\\delta_e(k)\\u_b(k)}.\]The SAS dynamics of $\Sigma$ is defined as in~(\ref{eq::sas}) with$i(k)\in\{1,2,\ldots,s^{\res},s^{\res}+1,\ldots,s^{\res}+r\}$,where $s^{\res}$ is the number of modes of $\Sigma^\res$, and$r\leq s^{\res}(s^{\res}-1)$ is the number of reset maps (weassume that when the mode switch $h\rightarrow j$ of $\Sigma_0$does not have an associated reset map$f^{\res}_{\overrightarrow{hj}}$, then$f^{\res}_{\overrightarrow{hj}}$ defaults to the $j$-th stateupdate map). The MS of $\Sigma$ should internally compute$j=i^\res(k)$, $h=i^\res(k-1)$, compare them, and then chooseeither the $j$-th dynamics (if $j=h$, or $j\neq h$ and$f^{\res}_{\overrightarrow{hj}}$ is not specified) or the resetdynamics $f^{\res}_{\overrightarrow{hj}}$. Since$i^\res(k)=f^\res_{\rmM}(x^\res(k),u_b^\res(k),\delta_e^\res(k))$,$i^\res(k-1)=f^\res_{\rmM}(x^\res(k-1),u_b^\res(k-1),\delta_e^\res(k-1))$, it follows thatthe mode $i(k)$ is a function of $x_b(k)$, $u_b(k)$,$\delta_e(k)$. \cvdIn some circumstances, it is desirable to predict the mode switchand to anticipate the reset by one sampling step, i.e., to resetthe state {\em before} the guardline is actually crossed. Assumethat the event $\delta_e(k)$ triggering the mode switch does notdepend on the continuous input $u_r(k)$, and that the logic input$u_b(k)$ does not affect the mode selector. In this case,$i'(k)=f_{\rm M}(x'_b(k),f_{\rm H}(x'_r(k),k))$ only depends onquantities available at step $k$, and a mode switch $i'(k)\neqi(k)$ can be predicted already at step $k$. In this case, we canapply the corresponding reset directly for$x_r'(k)=A_{\overrightarrow{hj}}x_r(k)+B_{\overrightarrow{hj}}u_r(k)+f_{\overrightarrow{hj}}$where $h=i(k)$, $j=i'(k)$. This kind of resets will be referred toas {\em predicted resets}, in order to distinguish them from theresets described before, that we will call {\em a-posterioriresets}.Consider Figure~\ref{fig:reset-b}. At time $k=5$ the state$x_r(5)$ and the input $u_r(5)$ are such that $A_1x_r(5)+B_1x_r(5)+ f_1 \geq 0$ which would generate an event $\delta_e$ at the nexttime step. As a consequence of the predicted mode switch, thestate is reset according to the reset map$f_{\overrightarrow{12}}(x,u)$, i.e., $x(6) =A_{\overrightarrow{12}} x(5)+B_{\overrightarrow{12}} x(5) +f_{\overrightarrow{12}}$.\begin{proposition}Assume that the event $\delta_e(k)$ does not depend on thecontinuous input $u_r(k)$, and that the mode $i(k)$ does notdepend on the logic input $u_b(k)$. Then a DHA $\Sigma^{\res}$with predicted resets can be rewritten as a DHA $\Sigma$ withoutresets. \label{prop:resets-pred}\end{proposition}\noindent\proof Let again the superscript ${\res}$ denote thevariables of $\Sigma^{\res}$. By hypothesis, predicted resetsimply that $\delta^{\res}_e(k+1)$ only depends on $k$ and$x_r^{\res}(k+1)$, which is a function of $x_r^{\res}(k)$,$u_r^{\res}(k)$, $i^{\res}(k)$. Define the EG for system $\Sigma$as $\delta_e(k)=[\delta^{\res}_e(k);\delta^{\res}_e(k+1)]$, andlet $x_b(k)=x_b^{\res}(k)$, $u_b(k)=u_b^{\res}(k)$,$x_r(k)=x_r^{\res}(k)$, $u_r(k)=u_r^{\res}(k)$,$y_r(k)=y_r^{\res}(k)$, $y_b(k)=y_b^{\res}(k)$. Let the FSM forsystem $\Sigma$ be equal to the FSM of $\Sigma^\res$, and definethe SAS dynamics of $\Sigma$ as in the proof ofProposition~\ref{prop:resets}. The MS of $\Sigma$ shouldinternally compute $j=i^\res(k+1)$, $h=i^\res(k)$, compare them,and then choose either the $j$-th dynamics (if $j=h$, or $j\neq h$and $f^{\res}_{\overrightarrow{hj}}$ is not specified) or thereset dynamics $f^{\res}_{\overrightarrow{hj}}$. Since$i^\res(k)=f^\res_{\rm M}(x_b^\res(k),\delta_e^\res(k))$,$i^\res(k+1)=f^\res_{\rm M}(f_{\rmB}^\res(x_b^\res(k),u_b^\res(k),\delta_e^\res(k)),\delta_e^\res(k+1))$,it follows that the mode $i(k)$ of the SAS dynamics of system$\Sigma$ is a function of $x_b(k)$, $u_b(k)$, $\delta_e(k)$. \cvd\subfigeps{t}{Reset maps}{fig:reset}{reset-post}{.45\hsize}{Aposteriori resets}{reset}{.45\hsize}{Predictive resets}\begin{example}Let us consider a DHA with two modes:\[ \begin{array}{rl} \mbox{\rm SAS:} & x_r'(k) = \left\{ \begin{array}{lcl} x_r(k) + u_r(k) - 1, & {\rm if } & i(k)=1, \\ 2x_r(k), & {\rm if } & i(k)=2, \end{array} \right. \\ \mbox{\rm EG:} & \delta_e(k) = [x_r(k) \ge 0], \\ \mbox{\rm MS:} & i(k) = \left\{ \begin{array}{lcl} 1, & {\rm if } & \delta_e(k) = 0, \\ 2, & {\rm if } & \delta_e(k) = 1 {\rm .} \end{array} \right. \end{array}\]In order to add the predictive reset map$f_{\overrightarrow{12}}(x_r,u_r) = 2$ to the model, we firstconsider the set $\pp = \{x_r,u_r: a_1x_r+b_1u_r+f_1 \geq 0\}$ ofall the state/input pairs that will trigger the event $\delta_e$in one step and add an event $\delta_f = a_1x_r+b_1u_r+f_1 \geq 0$in the EG. If the current mode is $i=1$ and the pair $(x_r,u_r)$triggers the event $\delta_f$ then the state should be updatedaccording to the reset map. Summing up, we can write the followingDHA:\begin{equation} \begin{array}{rl} \mbox{\rm SAS:} & x_r'(k) = \left\{ \begin{array}{lcl} x_r(k) + u_r(k) - 1, & {\rm if } & i(k)=1, \\ 2x_r(k), & {\rm if } & i(k)=2, \\ 2, & {\rm if} & i(k)=3, \end{array} \right. \\ \mbox{\rm EG:} & \left\{ \begin{array}{l} \delta_e(k) = [x_r(k) \ge 0], \\ \delta_f(k) = [x_r(k) + u_r(k) - 1 \ge 0], \end{array} \right. \\ \mbox{\rm MS:} & i(k) = \left\{ \begin{array}{lcl} 1, & {\rm if } & \smallmat{\delta_e(k)\\\delta_f(k)} = \smallmat{0\\0},\\ 2, & {\rm if } & \delta_e(k) = 1, \\ 3, & {\rm if } & \smallmat{\delta_e(k)\\\delta_f(k)} = \smallmat{0\\1} \end{array} \right. \end{array} \label{eq:systemreset}\end{equation}which admits a PWA~(\ref{PWA}) representation(Figure~\ref{fig:regions}) that clearly shows that the resetcondition is another dynamical mode.\end{example}\figuraeps{regions}{t}{.62\textwidth}{Equivalent PWAsystem}{fig:regions}\section{DHA Trajectories}\index{Trajectories!DHA} For a given initial condition$\smallmat{x_r(0)\\x_b(0)}\in\XX_r\times\XX_b$, and input$\smallmat{u_r(k)\\u_b(k)}\in\UU_r\times\UU_b$, $k\in\Z_{\geq 0}$,the state trajectory $x(k)$, $k\in\ZZ_{\geq 0}$, of the system isrecursively computed as follows: \begin{enumerate} \item Initialization: $x(0) = \smallmat{x_r(0)\\x_b(0)}$; \item Recursion:\begin{enumerate} \item $\delta_e(k) = f_{\rm H}(x_r(k),u_r(k),k)$; \item $i(k) = f_{\rm M}(x_b(k),u_b(k),\delta_e(k))$; \item $y_r(k) = C_{i(k)}x_r(k) + D_{i(k)}u_r(k) + g_{i(k)}$; \item $y_b(k) = g_{\rm B}(x_b(k),u_b(k),\delta_e(k))$; \item $x_r'(k) = A_{i(k)}x_r(k) + B_{i(k)}u_r(k) + f_{i(k)}$; \item $x_b'(k) = f_{\rm B}(x_b(k),u_b(k),\delta_e(k))$. \end{enumerate} \end{enumerate} \label{def:traj}\begin{definition}\label{def:well-posed} A DHA is {\em well-posed} on$\XX_r\times\XX_b$, $\UU_r\times\UU_b$, $\YY_r\times\YY_b$, if forall initial conditions$x(0)=\smallmat{x_r(0)\\x_b(0)}\in\XX_r\times\XX_b$, and for allinputs $u(k)=\smallmat{u_r(k)\\u_b(k)}\in\UU_r\times\UU_b$, forall $k\in\Z_{\geq 0}$, the state trajectory$x(k)\in\XX_r\times\XX_b$ and output trajectory$y(k)=\smallmat{y_r(k)\\y_b(k)}\in\YY_r\times\YY_b$ are uniquelydefined.\end{definition}Definition~\ref{def:well-posed} will be used for other types ofhybrid models that we will introduce later. In general a hybridmodel may not be well-posed, either because the trajectories stopafter a finite time (for instance, the state vector leaves the set$\XX_r\times\XX_b$) or because of bifurcations (the successor$x_r'(k)$, $x_b'(k)$ may be multiply defined). In general a DHAcan be ``not well-posed'' only if its trajectories are not definedafter finite time. This means that DHA can not bifurcate.
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