Continuous-Time Averaged Models of Discrete-Time Stochastic Systems: Survey and Open Problems

Результат исследований: Публикации в книгах, отчётах, сборниках, трудах конференцийстатья в сборнике материалов конференциинаучнаярецензирование

8 Цитирования (Scopus)

Аннотация

A survey of a number of papers devoted to continuous-time modeling of discrete-time stochastic systems is given. It is concluded that, although different approaches to averaged (approximate) models justifying are in use, the procedures of building the averaged (approximate) models are similar in different papers. In addition to the deterministic (ODE) model some stochastic continuous-time models described by SDE are introduced. A new result concerning evaluation of the ODE model accuracy over the infinite time interval under partial stability condition is presented. Applications in adaptation, optimization and control are discussed.

Язык оригиналаАнглийский
Название основной публикации2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)
ИздательIEEE Canada
Страницы2076-2081
Число страниц6
СостояниеОпубликовано - 2011
Событие50th IEEE Conference of Decision and Control (CDC)/European Control Conference (ECC) - Orlando
Продолжительность: 12 дек 201115 дек 2011

Серия публикаций

НазваниеIEEE Conference on Decision and Control
ИздательIEEE
ISSN (печатное издание)0743-1546

конференция

конференция50th IEEE Conference of Decision and Control (CDC)/European Control Conference (ECC)
ГородOrlando
Период12/12/1115/12/11

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