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Randomized system trajectories

Randomized system trajectories 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Randomized system trajectories

Applied Mathematics and Optimization , Volume 8 (1) – Mar 26, 2005

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References (11)

Publisher
Springer Journals
Copyright
Copyright © 1982 by Springer-Verlag New York Inc.
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/BF01447765
Publisher site
See Article on Publisher Site

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.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Mar 26, 2005

There are no references for this article.