Statistical Sensitivity in Continuous Time Linear Systems
نویسندگان
چکیده
منابع مشابه
Stabilization of continuous-time jump linear systems
In this paper, we investigate almost-sure and moment stabilization of continuous time jump linear systems with a finite-state Markov jump form process. We first clarify the concepts of -moment stabilizability, exponential -moment stabilizability, and stochastic -moment stabilizability. We then present results on the relationships among these concepts. Coupled Riccati equations that provide nece...
متن کاملOptimal Finite-time Control of Positive Linear Discrete-time Systems
This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...
متن کاملSingular Fractional Continuous-time and Discrete-time Linear Systems
Abstract: New classes of singular fractional continuous-time and discrete-time linear systems are introduced. Electrical circuits are example of singular fractional continuous-time systems. Using the Caputo definition of the fractional derivative, the Weierstrass regular pencil decomposition and Laplace transformation the solution to the state equation of singular fractional linear systems is d...
متن کاملOn least squares estimation in continuous time linear stochastic systems
The sufficient conditions for the convergence of a family of least squares estimates of some unknown parameters are given. The unknown parameters appear affinely in the linear transformations of the state and the control in a linear stochastic system. If the noise in the stochastic system is colored then the family of least squares estimates does not converge to the value and the bias is given ...
متن کاملOn the initial conditions in continuous-time fractional linear systems
The initial condition problem for fractional linear system initialisation is studied in this paper. It is based on the generalised initial value theorem. The new approach involves functions belonging to the space of Laplace transformable distributions verifying the Watson–Doetsch lemma. The fractional derivatives of these functions are independent of the derivative de,nition. This class include...
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: 1988
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.24.1064