Title :
Rational interpolation for stochastic DESs: convergence issues
Author :
Nananukul, Soracha ; Gong, Wei-Bo
Author_Institution :
Nokia Res. Center, Burlington, MA, USA
fDate :
5/1/1999 12:00:00 AM
Abstract :
In recent works, rational interpolation has been applied with success to many performance functions in stochastic discrete-event systems (DES). In this paper, we consider the issue of convergence of rational interpolants. We show that, for some performance functions in DES, the convergence of rational interpolants is at least geometrically fast. An error bound for rational interpolation on integer points has also been obtained
Keywords :
convergence; discrete event systems; interpolation; stochastic systems; error bound; integer points; rational interpolant convergence; rational interpolation; stochastic DES; stochastic discrete-event systems; Computer errors; Convergence; Discrete event systems; H infinity control; Interpolation; Laboratories; Performance analysis; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on