MLSS ’13: Network Modeling and Information Propagation
نویسنده
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...
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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...
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