On nonlinear discrete-time systems driven by Markov chains |
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Authors: | A Tejada OR González |
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Institution: | a Delft Center for Systems and Control, Delft University of Technology, 2628 CD, Delft, The Netherlands b Department of Electrical and Computer Engineering, Old Dominion University, Norfolk, VA 23529-0246, USA |
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Abstract: | The behavior of a class of hybrid systems in discrete-time can be represented by nonlinear difference equations with a Markov input. The analysis of such a system usually starts by establishing the Markov property of the joint process formed by combining the system's state and input. There are, however, no complete proofs of this property. This paper aims to address this problem by presenting a complete and explicit proof that uses only fundamental measure-theoretical concepts. |
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Keywords: | Markov property Markov kernel Stochastic hybrid systems |
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