Solving fully randomized first-order linear control systems: Application to study the dynamics of a damped oscillator with parametric noise under stochastic control
| Autor: | María Dolores Roselló, José Vicente Romero, Ana Navarro-Quiles, Juan Carlos Cortés |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: |
Stochastic control
Stochastic process Applied Mathematics Random damped linear oscillators Probability density function Noise (electronics) Computational Mathematics Transformation (function) Random control systems Initial value problem Applied mathematics First probability density function MATEMATICA APLICADA Random variable Random Variable Transformation technique Mathematics Parametric statistics |
| DOI: | 10.1016/j.cam.2021.113389 |
| Popis: | [EN] This paper is devoted to study random linear control systems where the initial condition, the final target, and the elements of matrices defining the coefficients are random variables, while the control is a stochastic process. The so-called Random Variable Transformation technique is adapted to obtain closed-form expressions of the probability density functions of the solution and of the control. The theoretical findings are applied to study the dynamics of a damped oscillator subject to parametric noise. This work has been supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion, Spain (AEI) and Fondo Europeo de Desarrollo Regional (FEDER UE) grant MTM2017-89664-P. Computations have been carried thanks to the collaboration of Raul San Julian Garces and Elena Lopez Navarro granted by European Union through the Operational Program of the European Regional Development Fund (ERDF)/European Social Fund (ESF) of the Valencian Community 2014-2020, grants GJIDI/2018/A/009 and GJIDI/2018/A/010, respectively. |
| Databáze: | OpenAIRE |
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