Evolutionary linear Markov systems
Time analysis - Part 2
Article REF: S7151 V1
Evolutionary linear Markov systems
Time analysis - Part 2

Author : Raymond HANUS

Publication date: March 10, 2007 | Lire en français

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1. Evolutionary linear Markov systems

1.1 Representation in state quantities

Let's take the generalized equations of an evolving linear system given in [ , equation (31)]. If this system is Markovian, its matrices A (t, τ ), B (t, τ ), C (t, τ ) and D (t, τ) reduce to Dirac pulses, of amplitudes A (t ), B (t ), C (t ) and D (t ) : {A(t,τ)=A(t)δ(tτ)B(t,τ)=B(t)δ(tτ)

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