On the relation between phase-type distributions and positive systems (Q2520487)

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scientific article; zbMATH DE number 6662995
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    On the relation between phase-type distributions and positive systems
    scientific article; zbMATH DE number 6662995

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      On the relation between phase-type distributions and positive systems (English)
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      13 December 2016
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      Summary: The relation between phase-type representation and positive system realization in both the discrete and continuous time is discussed. Using the Perron-Frobenius theorem of nonnegative matrix theory, a transformation from positive realization to phase-type realization is derived under the excitability condition. In order to explain the connection, some useful properties and characteristics such as irreducibility, excitability, transparency, and order reduction for positive realization and phase-type representation are discussed. In addition, the connection between the phase-type renewal process and the feedback positive system is discussed in the stabilization concept.
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      phase-type representation
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      positive system realization
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      discrete-time systems
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      continuous-time systems
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      Perron-Frobenius theorem
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      nonnegative matrix theory
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