Modeling and Analysis of Linear Systems with Multiplicative Poisson White Noise.

Abstract

Poisson-driven bilinear systems (or linear systems with multiplicative Poisson impulse noise) are considered. The Poisson-driven canonical extension is derived by means of the product integral; its properties and relationship to modeling questions are also discussed. Equations for the moments of the state are derived, and the resulting criteria for stochastic stability are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1976
Accession Number
ADA042818

Entities

People

  • Steven I Marcus

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algebraic Geometry
  • Brownian Motion
  • Control Systems Engineering
  • Differential Equations
  • Electrical Engineering
  • Engineering
  • Engineers
  • Equations
  • Geometry
  • Impulse Noise
  • Lie Groups
  • Linear Systems
  • Markov Processes
  • Noise
  • Probability
  • Stochastic Processes
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.