Strict proof for the state transition matrix of linear discrete time‐varying stochastic systems | Zendy

Zhang Tianliang | Zendy; Weihai Zhang | Zendy; Deng Feiqi | Zendy

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Strict proof for the state transition matrix of linear discrete time‐varying stochastic systems

Author(s) -

Zhang Tianliang,

Weihai Zhang,

Deng Feiqi

Publication year - 2020

Publication title -

iet control theory and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.059

H-Index - 108

eISSN - 1751-8652

pISSN - 1751-8644

DOI - 10.1049/iet-cta.2019.0510

Subject(s) - discrete time and continuous time , control theory (sociology) , state transition matrix , state (computer science) , stochastic matrix , mathematics , linear system , matrix (chemical analysis) , discrete time stochastic process , computer science , symmetric matrix , control (management) , algorithm , continuous time stochastic process , markov chain , mathematical analysis , stochastic differential equation , physics , eigenvalues and eigenvectors , statistics , materials science , quantum mechanics , artificial intelligence , composite material

This note presents a strict proof for the state transition matrix of linear discrete time‐varying stochastic systems, which corrects the errors of the previous references.

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