Finite dimensional Markov process approx
โ
Jian-Qiao Sun
๐
Article
๐
2009
๐
Elsevier Science
๐
English
โ 217 KB
This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of s