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