Stochastic Systems
Book Chapter
(2021)
Author(s)
Jan H. van Schuppen (TU Delft - Mathematical Physics)
Research Group
Mathematical Physics
DOI related publication
https://doi.org/10.1007/978-3-030-66952-2_5
To reference this document use:
https://resolver.tudelft.nl/uuid:4288fb14-ad23-4a48-b604-785ca7e0fc79
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Publication Year
2021
Language
English
Research Group
Mathematical Physics
Pages (from-to)
135-181
Publisher
Springer
ISBN (electronic)
978-3-030-66952-5
Abstract
Several sets of stochastic systems are defined in this chapter. The sets are selected based on the sets in which the outputs take values. Conditions are provided for the selection of the output-state conditional distribution function and for the selection of the conditional distribution function of the next-state on the current state. Useful are a Poisson–Gamma stochastic system, a Beta–Gamma stochastic system, an output-finite–state-polytopic stochastic system, a σ -algebraic system, and a multiple conditional independent relation.
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