Control of some linear stochastic systems with a fractional Brownian motion.

Tyrone E. Duncan Bozenna Pasik-Duncan

Published in: CDC (2009)

Keyphrases

stochastic systems
fractional brownian motion
long range
non stationary
control method
stochastic models
control strategy
random fields
fractal dimension
chaotic systems
control system
steady state
feature selection
total cost
confidence intervals
least squares
sample path
bayesian networks