Sistemas Lineales Estocásticos con Soporte Zonotópico

Resumen: Este artículo analiza una clase de sistemas lineales estócasticos discretos, cuya secuencia de ruido consiste en variables aleatorias independientes e idénticamente uniformemente distribuidas en zonotopos. Se propone un método basado en cumulantes para aproximar tanto las distribuciones transitorias como la distribución lı́mite de la secuencia de estados. El método está basado en una nueva clase de ecuaciones k-simétricas de Lyapunov que se utilizan para construir los cumulantes de manera explı́cita. Las distribuciones transitorias y lı́mite de la secuencia de estado son reconstruidas por medio de una expansión generalizada de Gram-Charlier con utilizando polinomios multivariados de Chebyshev. Esta construcción converge de manera uniforme a las distribuciones exactas bajo suposiciones no-restrictivas.

¿Cómo citar?

Mario E. Villanueva. Sistemas Lineales Estocásticos con Soporte Zonotópico. Memorias del Congreso Nacional de Control Automático, pp. 279-284, 2019.

Palabras clave

Sistemas Estocásticos, Control de Sistemas Lineales, Cómputo para Control

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