Stability of higher order moments for linear stochastic systems

Ingenieur-Archiv ◽

10.1007/bf00532180 ◽

1975 ◽

Vol 44 (2) ◽

pp. 123-129 ◽

Author(s):

J. L. Willems

Keyword(s):

Stochastic Systems ◽

Higher Order ◽

Higher Order Moments ◽

Linear Stochastic Systems

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Higher Order Moment Stability of Linear Stochastic Systems with State-Dependent Noises

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.14.604 ◽

1978 ◽

Vol 14 (5) ◽

pp. 604-605

Author(s):

Takayoshi NAKAMIZO

Keyword(s):

Stochastic Systems ◽

Higher Order ◽

Order Moment ◽

State Dependent ◽

Linear Stochastic Systems ◽

Moment Stability

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Numerical differentiation and parameter estimation in higher-order linear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.489273 ◽

1996 ◽

Vol 41 (4) ◽

pp. 522-532 ◽

Author(s):

T.E. Duncan ◽

P. Mandl ◽

B. Pasik-Duncan

Keyword(s):

Parameter Estimation ◽

Stochastic Systems ◽

Numerical Differentiation ◽

Higher Order ◽

Order Linear ◽

Linear Stochastic Systems

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Strong Consistency of Variable Selection for Stationary Linear Stochastic Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8866312 ◽

2019 ◽

Author(s):

ZHAO Wenxiao ◽

YIN G. George ◽

BAI Er-Wei

Keyword(s):

Variable Selection ◽

Strong Consistency ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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A Parsimonious Approach for Higher-Order Moments in Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.3523379 ◽

2020 ◽

Author(s):

Khaldoun Khashanah ◽

Majeed Simaan ◽

Yusif Simaan

Keyword(s):

Portfolio Selection ◽

Higher Order ◽

Higher Order Moments

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Toward Modeling of Complimentary Metamaterial Elements using Higher-order Moments for Metasurface Antenna Design

2020 Fourteenth International Congress on Artificial Materials for Novel Wave Phenomena (Metamaterials) ◽

10.1109/metamaterials49557.2020.9285155 ◽

2020 ◽

Author(s):

Insang Yoo ◽

David R. Smith

Keyword(s):

Higher Order ◽

Antenna Design ◽

Higher Order Moments

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Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05303-8 ◽

2021 ◽

Author(s):

I. H. Novak ◽

A. O. Stanzhytskyi

Keyword(s):

Hilbert Spaces ◽

Invariant Measures ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-200029489 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1487-1509 ◽

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Preview control for a class of linear stochastic systems with multiplicative noise

International Journal of Systems Science ◽

10.1080/00207721.2019.1672000 ◽

2019 ◽

Vol 50 (14) ◽

pp. 2592-2603

Author(s):

Jiang Wu ◽

Fucheng Liao ◽

Zhengguang Xu

Keyword(s):

Multiplicative Noise ◽

Stochastic Systems ◽

Preview Control ◽

Linear Stochastic Systems

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Critical behaviour and isotropicization of the relative spectral density of 1/ƒnoise and of higher-order moments near the percolation threshold in media with elongated inclusions†

International Journal of Electronics ◽

10.1080/00207219408926036 ◽

1994 ◽

Vol 77 (1) ◽

pp. 77-80 ◽

Author(s):

A. SNARSKII ◽

M. SETENKO ◽

I. BEZSOUDNOV

Keyword(s):

Spectral Density ◽

Percolation Threshold ◽

Higher Order ◽

Critical Behaviour ◽

Higher Order Moments

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Turbulent Drag Reduction in a d-Type Rough Wall Boundary Layer with Longitudinal Thin Ribs Placed within Traverse Grooves. (Higher-Order Moments and Conditional Sampling Analysis).

JSME International Journal Series B ◽

10.1299/jsmeb.39.461 ◽

1996 ◽

Vol 39 (3) ◽

pp. 461-469 ◽

Author(s):

Shinsuke MOCHIZUKI ◽

Akimine IZAWA ◽

Hideo OSAKA

Keyword(s):

Boundary Layer ◽

Drag Reduction ◽

Higher Order ◽

Conditional Sampling ◽

Turbulent Drag Reduction ◽

Higher Order Moments ◽

Wall Boundary Layer ◽

Wall Boundary ◽

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