Subspace identification for continuous-time stochastic systems via distribution-based approach

10.1016/s0005-1098(01)00190-x ◽

2002 ◽

Vol 38 (1) ◽

pp. 63-79 ◽

Author(s):

Akira Ohsumi ◽

Kentaro Kameyama ◽

Ken-Ichi Yamaguchi

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Subspace Identification

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SUBSPACE IDENTIFICATION FOR A CLASS OF TIME-VARYING CONTINUOUS-TIME STOCHASTIC SYSTEMS VIA DISTRIBUTION-BASED APPROACH

IFAC Proceedings Volumes ◽

10.3182/20020721-6-es-1901.00451 ◽

2002 ◽

Vol 35 (1) ◽

pp. 241-246 ◽

Author(s):

Akira Ohsumi ◽

Tsutomu Kawano

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Subspace Identification ◽

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Recursive Subspace identification for time-varying continuous-time stochastic systems via distribution theory

2019 IEEE Symposium Series on Computational Intelligence (SSCI) ◽

10.1109/ssci44817.2019.9002983 ◽

2019 ◽

Author(s):

Miao Yu ◽

Jianchang Liu ◽

Honghai Wang

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Distribution Theory ◽

Subspace Identification ◽

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Nuclear norm subspace identification for continuous-time stochastic systems based on distribution theory method

ISA Transactions ◽

10.1016/j.isatra.2018.08.014 ◽

2018 ◽

Vol 83 ◽

pp. 165-175 ◽

Author(s):

Miao Yu ◽

Jianchang Liu ◽

Honghai Wang

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Distribution Theory ◽

Nuclear Norm ◽

Subspace Identification ◽

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Subspace identification algorithm for stochastic systems equipped with zeros close to unit circle

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.046 ◽

2020 ◽

Vol 53 (2) ◽

pp. 2429-2434

Author(s):

Hideyuki Tanaka ◽

Kenji Ikeda

Keyword(s):

Unit Circle ◽

Stochastic Systems ◽

Subspace Identification ◽

Identification Algorithm

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Conditions of Almost Sure Boundedness and Practical Asymptotic Stability of Continuous-Time Stochastic Systems

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.013 ◽

2020 ◽

Vol 53 (2) ◽

pp. 2261-2266

Author(s):

Kenta Hoshino ◽

Yûki Nishimura

Keyword(s):

Asymptotic Stability ◽

Continuous Time ◽

Stochastic Systems

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A LOOK AT A BILINEAR MODEL FOR MULTIDIMENSIONAL STOCHASTIC SYSTEMS IN CONTINUOUS TIME

Statistics & Risk Modeling ◽

10.1524/strm.1983.1.3.285 ◽

1983 ◽

Vol 1 (3) ◽

Author(s):

Alain Le Breton ◽

Marek Musiela

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

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Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study†

International Journal of Control ◽

10.1080/00207177408932708 ◽

1974 ◽

Vol 19 (6) ◽

pp. 1165-1175 ◽

Author(s):

EDGAR C. TACKER ◽

THOMAS D. LINTON ◽

CHARLES W. SANDERS

Keyword(s):

Optimal Control ◽

Simulation Study ◽

Continuous Time ◽

Stochastic Systems ◽

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Identification of Continuous-time Time-varying Stochastic Systems via Distribution-based Approach

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications ◽

10.5687/sss.2002.69 ◽

2002 ◽

Vol 2002 (0) ◽

pp. 69-74

Author(s):

Akira Ohsumi ◽

Tsutomu Kawano

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

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ROBUST CONTINUOUS-TIME SMOOTHERS FOR BENEŠ AND PIECEWISE LINEAR STOCHASTIC SYSTEMS

IFAC Proceedings Volumes ◽

10.3182/20020721-6-es-1901.00664 ◽

2002 ◽

Vol 35 (1) ◽

pp. 67-72

Author(s):

Vikram Krishnamurthy ◽

Robert Elliott

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Piecewise Linear ◽

Linear Stochastic Systems

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On adaptive control of continuous time linear stochastic systems

Stochastic Systems and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0002693 ◽

2005 ◽

pp. 328-343 ◽

Author(s):

Bożenna Pasik-Duncan

Keyword(s):

Adaptive Control ◽

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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