{"title":"Stochastic eigenvalues for LTI systems with stochastic modes","authors":"Y. Seo, J. Choi","doi":"10.1109/SICE.2001.977822","DOIUrl":null,"url":null,"abstract":"The paper is concerned with a S-eigenvalue(stochastic-eigenvalue) concept in the linear time-invariant stochastic system where a stochastic mode in dynamics depends on stochastic uncertainties. The main contributions include the propositions of the new concept for S-eigenvalue, S-eigenvector (stochastic-eigenvector) and its probability density function in the complex plane. Numerical examples are presented to illustrate the proposed concepts.","PeriodicalId":415046,"journal":{"name":"SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers (IEEE Cat. No.01TH8603)","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers (IEEE Cat. No.01TH8603)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SICE.2001.977822","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
The paper is concerned with a S-eigenvalue(stochastic-eigenvalue) concept in the linear time-invariant stochastic system where a stochastic mode in dynamics depends on stochastic uncertainties. The main contributions include the propositions of the new concept for S-eigenvalue, S-eigenvector (stochastic-eigenvector) and its probability density function in the complex plane. Numerical examples are presented to illustrate the proposed concepts.