The maximum surplus in a finite‐time interval for a discrete‐time risk model with exchangeable, dependent claim occurrences

2018 ◽  
Vol 35 (3) ◽  
pp. 858-870 ◽  
Author(s):  
Omer L. Gebizlioglu ◽  
Serkan Eryilmaz
Keyword(s):  
Discrete Time ◽  
Finite Time ◽  
Risk Model ◽  
Time Interval ◽  
Finite Time Interval

Discrete-Time Equivalent of Continuous-Time Filtering Processes

1981 ◽  
Vol 103 (4) ◽  
pp. 417-419 ◽  
Author(s):  
Bernard Friedland
Keyword(s):  
Hamiltonian System ◽  
Discrete Time ◽  
Kalman Filtering ◽  
Continuous Time ◽  
Finite Time ◽  
Transition Matrix ◽  
Time Interval ◽  
Finite Time Interval ◽  
Filtering Problem

The continuous-time Kalman filtering problem over a finite time interval can be made equivalent to a discrete-time filtering problem. The matrices in the latter are related to the submatrices of the transition matrix of a Hamiltonian system that corresponds to the continuous-time filtering problem.

scholarly journals Finite-time interval observer design for discrete-time switched systems: A linear programming approach

2020 ◽  
Vol 53 (7-8) ◽  
pp. 1388-1394
Author(s):  
Fei Sun ◽  
Jun Huang ◽  
Xiang Ma ◽  
Xiao Wen
Keyword(s):  
Linear Programming ◽  
Discrete Time ◽  
Finite Time ◽  
Switched Systems ◽  
Sufficient Conditions ◽  
Observer Design ◽  
Programming Approach ◽  
Time Interval ◽  
Finite Time Interval ◽  
Interval Observer

This paper deals with the finite-time interval observer design method for discrete-time switched systems subjected to disturbances. The disturbances of the system are unknown but bounded. The framework of the finite-time interval observer is established and the sufficient conditions are derived by the multiple linear copositive Lyapunov function. Furthermore, the conditions which are expressed by the forms of linear programming are numerically tractable by standard computing software. One example is simulated to illustrate the validity of the designed observer.

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