Estimation of the Rate of Growth of the State Vector of a Generalized Linear Dynamical System with Random Matrix
نویسنده
چکیده
A stochastic model of a generalized linear dynamical system with random matrix the elements of which may have arbitrary distributions and are not independent is considered. Based on use of the apparatus and methods of idempotent algebra, new lower and upper bounds of the mean rate of growth of the state vector of the system are obtained for the model. Examples of a numerical computation of the bounds are presented.
منابع مشابه
The Growth Rate of State Vector in a Generalized Linear Dynamical System with Random Triangular
A generalized linear dynamical system with triangular random matrix is considered. By assumption, the random elements of matrix have the arbitrary probability distributions with a finite mean and variance and do not have to be independent. It is shown that under rather general conditions, the mean growth rate of the state vector of the system is determined only by the mean values of diagonal el...
متن کاملEigenvalue Assignment Of Discrete-Time Linear Systems With State And Input Time-Delays
Time-delays are important components of many dynamical systems that describe coupling or interconnection between dynamics, propagation or transport phenomena, and heredity and competition in population dynamics. The stabilization with time delay in observation or control represents difficult mathematical challenges in the control of distributed parameter systems. It is well-known that the stabi...
متن کاملRobust H_∞ Controller design based on Generalized Dynamic Observer for Uncertain Singular system with Disturbance
This paper presents a robust ∞_H controller design, based on a generalized dynamic observer for uncertain singular systems in the presence of disturbance. The controller guarantees that the closed loop system be admissible. The main advantage of this method is that the uncertainty can be found in the system, the input and the output matrices. Also the generalized dynamic observer is used to est...
متن کاملThe Exact Solution of Min-Time Optimal Control Problem in Constrained LTI Systems: A State Transition Matrix Approach
In this paper, the min-time optimal control problem is mainly investigated in the linear time invariant (LTI) continuous-time control system with a constrained input. A high order dynamical LTI system is firstly considered for this purpose. Then the Pontryagin principle and some necessary optimality conditions have been simultaneously used to solve the optimal control problem. These optimality ...
متن کاملPreconditioned Generalized Minimal Residual Method for Solving Fractional Advection-Diffusion Equation
Introduction Fractional differential equations (FDEs) have attracted much attention and have been widely used in the fields of finance, physics, image processing, and biology, etc. It is not always possible to find an analytical solution for such equations. The approximate solution or numerical scheme may be a good approach, particularly, the schemes in numerical linear algebra for solving ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011