Stable Process Approach to Analysis of Systems Under Heavy-Tailed Noise: Modeling and Stochastic Linearization

DOI10.1109/TAC.2018.2842145MaRDI QIDQ5223645zbMATH OpenOpenAlexFDO

Authors Kenji Kashima, Hiroki Aoyama, Yoshito Ohta

Publication date 18 July 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2018.2842145

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Feedback control (93B52) Stochastic systems in control theory (general) (93E03)

Cited in

(4)

• Privacy protection with heavy-tailed noise for linear dynamical systems
• Sparse optimal stochastic control
• Comparison of some approaches for analysis of stochastic systems with short correlation time noise
• Analyzing noise-induced tracking errors in control systems with saturation: a stochastic linearization approach

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