On the 2nd Moment Stability of Stochastic Linear Systems
نویسندگان
چکیده
منابع مشابه
Moment-Linear Stochastic Systems
We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as discussing common stochastic models that can be represented as MLSS. Further studies, including development of optimal estimators and controllers, are summarized. We discuss the reformulation of a common stochastic hybrid s...
متن کاملon the effect of linear & non-linear texts on students comprehension and recalling
چکیده ندارد.
15 صفحه اولMoment-linear stochastic systems and their applications
Our work is motivated by the need for tractable stochastic models for complex network and system dynamics. With this motivation in mind, we develop a class of discrete-time Markov models, called moment-linear stochastic systems (MLSS), which are structured so that moments and cross-moments of the state variables can be computed efficiently, using linear recursions. We show that MLSS provide a c...
متن کاملNumerical methods for the 2nd moment of stochastic ODEs
Numerical methods for stochastic ordinary differential equations typically estimate moments of the solution from sampled paths. Instead, in this paper we directly target the deterministic equation satisfied by the first and second moments. For the canonical examples with additive noise (Ornstein–Uhlenbeck process) or multiplicative noise (geometric Brownian motion) we derive these deterministic...
متن کاملStochastic stability of jump linear systems
In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with timehomogenous and time-inhomogenous finite state Markov chain form processes are presented.
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: Transactions of the Society of Instrument and Control Engineers
سال: 1967
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.3.135