Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion.
Caibin ZengYangQuan ChenQigui YangPublished in: CDC (2012)
Keyphrases
- dynamic systems
- fractional brownian motion
- linear time invariant
- discrete event
- long range
- non stationary
- qualitative reasoning
- complex systems
- consistency based diagnosis
- fractal dimension
- long range dependence
- random fields
- feedback control
- stochastic differential equations
- model based diagnosis
- dynamical systems
- financial markets
- particle filter
- impulse response
- machine learning
- control system
- search space
- image segmentation