DocumentCode
300072
Title
A stochastic Petri net synthesis method with known lower bound of the second dominant eigenvalue
Author
Kim, Jongwook ; Desrochers, Alan A.
Author_Institution
Dept. of Electr. Comput. & Syst. Eng., Rensselaer Polytech. Inst., Troy, NY, USA
Volume
2
fYear
1995
fDate
21-27 May 1995
Firstpage
2078
Abstract
Stochastic Petri nets are widely used to get the steady state performance of a discrete event dynamic system. This is usually done with little concern about how fast the system reaches its steady state. The length of the transient state is known as the rise time in control theory or, the relaxation time in a Markov process. These are governed by the eigenvalue called the second dominant eigenvalues. Also, the separation of the most dominant and second dominant eigenvalue plays a role in the convergence of the numerical solution of the Markov process. A stochastic Petri net synthesis method which preserves the ergodicity and the irreducibility of the underlying Markov process, and gives the lower bound of the second dominant eigenvalue and the number of states is proposed
Keywords
Markov processes; Petri nets; convergence of numerical methods; discrete event systems; eigenvalues and eigenfunctions; matrix algebra; Markov process; convergence; ergodicity; irreducibility; lower bound; relaxation time; rise time; second dominant eigenvalue; stochastic Petri net synthesis method; transient state; Control engineering; Control theory; Eigenvalues and eigenfunctions; Markov processes; Performance analysis; Petri nets; Steady-state; Stochastic processes; Stochastic systems; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Robotics and Automation, 1995. Proceedings., 1995 IEEE International Conference on
Conference_Location
Nagoya
ISSN
1050-4729
Print_ISBN
0-7803-1965-6
Type
conf
DOI
10.1109/ROBOT.1995.525568
Filename
525568
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