伊藤微分方程与状态矢量相乘的驻留子

IF 0.6 4区计算机科学 Q4 AUTOMATION & CONTROL SYSTEMS

Automation and Remote Control Pub Date : 2023-12-18 DOI:10.1134/S0005117923080088

M. E. Shaikin

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引用次数: 0

摘要

摘要获得了线性乘法扰动微分方程解的积分表示，其扩散部分在状态向量和独立维纳过程向量上是双线性的。这类方程可作为随机系统的模型，在参数不确定或外部干扰不理想的情况下发挥控制作用。我们使用了李代数理论的概念和分析仪器来寻找方程的积分表示和基本矩阵。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Resolvents of the Ito Differential Equations Multiplicative with Respect to the State Vector

Integral representations of solutions of linear multiplicatively perturbed differential equations are obtained, the diffusion part of which is bilinear on the state vector and the vector of independent Wiener processes. Equations of such class serve as models of stochastic systems with control functioning under conditions of parametric uncertainty or undesirable influence of external disturbances. The concepts and analytical apparatus of the theory of Lie algebras are used to find integral representations and fundamental matrices of the equations.

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来源期刊

Automation and Remote Control 工程技术-仪器仪表

CiteScore

1.70

自引率

28.60%

发文量

审稿时长

3-8 weeks

期刊介绍： Automation and Remote Control is one of the first journals on control theory. The scope of the journal is control theory problems and applications. The journal publishes reviews, original articles, and short communications (deterministic, stochastic, adaptive, and robust formulations) and its applications (computer control, components and instruments, process control, social and economy control, etc.).