Losslessness of Nonlinear Stochastic Discrete-Time Systems
This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2015-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2015/594010 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless theory, we show that a nonlinear stochastic discrete-time system can be lossless via state feedback if and only if it has relative degree 0,…,0 and lossless zero dynamics. The effectiveness of the proposed results is illustrated by a numerical example. |
|---|---|
| ISSN: | 1026-0226 1607-887X |