Analysis of bilinear stochastic systemsAnalysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.
Document ID
19750053139
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Willsky, A. S.
Martin, D. N. (MIT Cambridge, Mass., United States)
Marcus, S. I.
Date Acquired
August 8, 2013
Publication Date
January 1, 1975
Subject Category
Cybernetics
Meeting Information
Meeting: Annual Allerton Conference on Circuit and System Theory