Stochastic Systems

Book chapter (2021)

Authors

J.H. van Schuppen Mathematical Physics - EEMCS
Research Group
Mathematical Physics (EEMCS) (TU Delft)
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Published Date

2021

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Mathematical Physics

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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