Robust M-ary detection filters for continuous-time jump Markov systems

2003 ◽  
Author(s):  
R.J. Elliott ◽  
W.P. Malcolm
Keyword(s):  
Continuous Time ◽  
Markov Systems

On certain aspects of non-homogeneous Markov systems in continuous time

1990 ◽  
Vol 27 (3) ◽  
pp. 530-544 ◽  
Author(s):  
Ioannis I. Gerontidis
Keyword(s):  
Continuous Time ◽  
Initial Distribution ◽  
Markov Systems ◽  
Numerical Examples ◽  
Stationary Structure ◽  
Periodic Environment ◽  
Time Formulation ◽  
Relative Structure ◽  
The Relationship ◽  
Theoretical Results

In the present paper we study three aspects in the theory of non-homogeneous Markov systems under the continuous-time formulation. Firstly, the relationship between stability and quasi-stationarity is investigated and conditions are provided for a quasi-stationary structure to be stable. Secondly, the concept of asymptotic attainability is studied and the possible regions of asymptotically attainable structures are determined. Finally, the cyclic case is considered, where it is shown that for a system in a periodic environment, the relative structure converges to a periodic vector, independently of the initial distribution. Two numerical examples illustrate the above theoretical results.

On certain aspects of non-homogeneous Markov systems in continuous time

1990 ◽  
Vol 27 (03) ◽  
pp. 530-544 ◽  
Author(s):  
Ioannis I. Gerontidis
Keyword(s):  
Continuous Time ◽  
Initial Distribution ◽  
Markov Systems ◽  
Numerical Examples ◽  
Stationary Structure ◽  
Periodic Environment ◽  
Time Formulation ◽  
Relative Structure ◽  
The Relationship ◽  
Theoretical Results

In the present paper we study three aspects in the theory of non-homogeneous Markov systems under the continuous-time formulation. Firstly, the relationship between stability and quasi-stationarity is investigated and conditions are provided for a quasi-stationary structure to be stable. Secondly, the concept of asymptotic attainability is studied and the possible regions of asymptotically attainable structures are determined. Finally, the cyclic case is considered, where it is shown that for a system in a periodic environment, the relative structure converges to a periodic vector, independently of the initial distribution. Two numerical examples illustrate the above theoretical results.

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