When is a periodic discrete-time system equivalent to a time-invariant one?

When is a Periodic Discrete-Time System Equivalent to a Time-Invariant One?

We give the precise conditions under which a periodic discrete-time linear state-space system can be transformed into a time-invariant one by a change of basis. Thus our theory is the discrete-time counterpart of the classical theory of Floquet transforms developed by Floquet and Lyapunov in the 1800s for continuous-time systems. We state and prove a necessary and sufficient condition for a “di...

A Discrete Time Equivalent Martingale Measure

An equivalent martingale measure selection strategy for discrete time, continuous state, asset price evolution models is proposed. The minimal martingale law is shown to generally fail to produce a probability law in this context. The proposed strategy, termed the Girsanov principle, performs a multiplicative decomposition of asset price movements into a predictable and martingale component wit...

Dynamics of a discrete-time plant-herbivore model

Linear Time-Invariant Systems with Discrete Time

Time Management Approach on a Discrete Event Manufacturing System Modeled by Petri Net

    Discrete event system,   Supervisory control,   Petri Net, Constraint   This paper presents a method to manage the time in a manufacturing system for obtaining an optimized model. The system in this paper is modeled by the timed Petri net and the optimization is performed based on the structural properties of Petri nets. In a system there are some states which are called forbidden states an...