Title :
Alternate representations of stochastic processes with applications to infinitesimal perturbation analysis
Author :
Strickland, Stephen G.
Author_Institution :
Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA
Abstract :
Alternate representations of stochastic processes and their implication for derivative estimation for discrete event dynamic systems are considered. Beginning with the trivial case of a single random variable, conditions on the necessary form of such representations are developed. The extension to stochastic processes is discussed
Keywords :
discrete time systems; probability; stochastic processes; derivative estimation; discrete event dynamic systems; infinitesimal perturbation analysis; single random variable; stochastic processes; Extraterrestrial measurements; Iron; Q measurement; Random variables; Stochastic processes; Stochastic systems; Systems engineering and theory;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371239
