Distribution of return point memory states for systems with stochastic inputs
نویسندگان
چکیده
منابع مشابه
Decentralized Model Reference Adaptive Control of Large Scale Interconnected Systems with Time-Delays in States and Inputs
This paper investigates the problem of decentralized model reference adaptive control (MRAC) for a class of large scale systems with time varying delays in interconnected terms and state and input delays. The upper bounds of the interconnection terms are considered to be unknown. Time varying delays in the nonlinear interconnection terms are bounded and nonnegative continuous functions and thei...
متن کاملLinear filtering for bilinear stochastic differential systems with unknown inputs
This note investigates the problem of state estimation for bilinear stochastic multivariable differential systems in presence of an additional disturbance, whose statistics are completely unknown. A linear filter is proposed, based on a suitable decomposition of the state of the bilinear system into two components. The first one is a computable function of the observations while the second comp...
متن کاملBayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility
This paper presents a method for Bayesian nonparametric analysis of the return distribution in a stochastic volatility model. The distribution of the logarithm of the squared return is flexibly modelled using an infinite mixture of Normal distributions. This allows efficient Markov chain Monte Carlo methods to be developed. Links between the return distribution and the distribution of the logar...
متن کاملLarge Deviations for Stochastic Systems with Memory
In this paper, we develop a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are established.
متن کاملA Stochastic Calculus for Systems with Memory
For a given stochastic process X, its segment Xt at time t represents the “slice” of each path of X over a fixed time-interval [t−r, t], where r is the length of the “memory” of the process. Segment processes are important in the study of stochastic systems with memory (stochastic functional differential equations, SFDEs). The main objective of this paper is to study non-linear transforms of se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2011
ISSN: 1742-6596
DOI: 10.1088/1742-6596/268/1/012001