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Rigorous parameter reconstruction for differential equations with noisy data

โœ Scribed by Tomas Johnson; Warwick Tucker


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
879 KB
Volume
44
Category
Article
ISSN
0005-1098

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Reliability for linear differential equa
โœ Michael P. Windham ๐Ÿ“‚ Article ๐Ÿ“… 1979 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 334 KB

Suppose k = (A + W)X is a system of stochastic differential equations, where A is a matrix of constants and W is a matrix of white noises. We say the system is reliable if the variance-covariance matrix of the states asymptotically approaches zero. We give conditions in terms of measures of the coef