Uniform, in-probability approximation of stochastic systems

A system approximation theory useful for modeling stochastic systems is described. The theory applies to a 'large' class of continuous-time stochastic nonlinear systems characterized by a property called approximate finite memory in probability. Approximation is with respect to the input-o...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Perryman, P.C., Stubberud, A.R.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Approximation methods Fading History Linear systems Mathematical model Modeling Nonlinear systems Stochastic processes Stochastic systems System identification
Online-Zugang:	Volltext bestellen
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