Randomized system trajectories |
| |
Authors: | William L Root |
| |
Institution: | (1) Aerospace Engineering Department and Computer, Information, and Control Engineering Program, The University of Michigan, 48109 Ann Arbor, MI, USA |
| |
Abstract: | The notion of system trajectory of a time-varying input-output, dynamical system is reviewed. By introducing a probability measure on a class of such systems a stochastic system, the randomized system, is defined. The randomized system has a trajectory induced by the trajectories of the original systems. A theorem is proved giving fairly general conditions under which the randomized system trajectory is generated by a strongly continuous semigroup of bounded linear operators in a Banach space. An example is presented for a system represented by a quadratic integral operator.Research supported in part by National Science Foundation under Grant No. ECS-8005960. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|