Weak Markov processes as linear systems
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Publication:495697
DOI10.1007/S00498-015-0144-3zbMATH Open1339.46062arXiv1206.0378OpenAlexW1713790105MaRDI QIDQ495697FDOQ495697
Publication date: 15 September 2015
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Abstract: A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter the resulting structure is worked out systematically and some quantum mechanical interpretations are given. We introduce subprocesses and quotient processes and then the notion of a -extension for processes which leads to a complete classification of all the ways in which processes can be built from subprocesses and quotient processes. We show that within a -extension we have a cascade of noncommutative Fornasini-Marchesini systems. We study observability in this setting and as an application we gain new insights into stationary Markov chains where observability for the system is closely related to asymptotic completeness in a scattering theory for the chain.
Full work available at URL: https://arxiv.org/abs/1206.0378
observabilitycascadeasymptotic completenessnoncommutative Fornasini-Marchesini systemquotient processsubprocessweak Markov process
Observability (93B07) Noncommutative probability and statistics (46L53) Dilations, extensions, compressions of linear operators (47A20)
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