Linear Markov approximations of piecewise linear stochastic systems

DOI10.1080/07362998708809114MaRDI QIDQ4722966zbMATH OpenOpenAlexFDO

Authors E. I. Verriest, Abraham Haddad

Publication date 1987

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998708809114

zbMATH Keywords

approximate nonlinear filtering schemesexistence of an invariant distributionGaussian noisepiecewise linear discrete-time dynamic systems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99) Filtering in stochastic control theory (93E11)

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Cites work

• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• scientific article; zbMATH DE number 49432 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3408613 (Why is no real title available?)
• Invariant measures for Markov maps of the interval
• Probabilistic Properties of Deterministic Systems

Cited in

(6)

• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
• Approximation order analysis for the piecewise linear Markov method
• Combined sequence of Markov parameters and moments in linear systems
• Reducibility and unobservability of Markov processes: the linear system case
• A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
• Linear dynamics for the state vector of Markov chain functions

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