DocumentCode
3433725
Title
Continuous-time averaged models of discrete-time stochastic systems: Survey and open problems
Author
Fradkov, A.L.
Author_Institution
Institute of Problems in Mechanical Engineering, Russian Academy of Sciences, 61 Bolshoy ave V.O., St. Petersburg, 199178, Russia
fYear
2011
fDate
12-15 Dec. 2011
Firstpage
2076
Lastpage
2081
Abstract
A survey of a number of papers devoted to continuous-time modeling of discrete-time stochastic systems is given. It is concluded that, although different approaches to averaged (approximate) models justifying are in use, the procedures of building the averaged (approximate) models are similar in different papers. In addition to the deterministic (ODE) model some stochastic continuous-time models described by SDE are introduced. A new result concerning evaluation of the ODE model accuracy over the infinite time interval under partial stability condition is presented. Applications in adaptation, optimization and control are discussed. 1
Keywords
Adaptation models; Analytical models; Approximation methods; Mathematical model; Stability analysis; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location
Orlando, FL, USA
ISSN
0743-1546
Print_ISBN
978-1-61284-800-6
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2011.6160840
Filename
6160840
Link To Document