Robust Analysis for Premium-Reserve Models in a Stochastic Nonlinear Discrete-Time Varying Framework

2018 ◽  
Author(s):  
Rong Li ◽  
Athanasios A. Pantelous ◽  
Lin Yang
Keyword(s):  
Discrete Time ◽  
Time Varying ◽  
Robust Analysis

Krein Space-based Hθ Fault Estimation for Linear Discrete Time-varying Systems

2009 ◽  
Vol 34 (12) ◽  
pp. 1529-1533 ◽  
Author(s):  
Mai-Ying ZHONG ◽  
Shuai LIU ◽  
Hui-Hong ZHAO
Keyword(s):  
Discrete Time ◽  
Krein Space ◽  
Fault Estimation ◽  
Time Varying ◽  
Time Varying Systems ◽  
Kreĭn Space

scholarly journals The VIT Transform Approach to Discrete-Time Signals and Linear Time-Varying Systems

Eng ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 99-125
Author(s):  
Edward W. Kamen
Keyword(s):  
Discrete Time ◽  
Initial Conditions ◽  
Linear Time ◽  
Order Term ◽  
Initial Time ◽  
Time Varying ◽  
Varying Coefficients ◽  
Time Signals ◽  
Time Varying Systems ◽  
Time Varying Coefficients

A transform approach based on a variable initial time (VIT) formulation is developed for discrete-time signals and linear time-varying discrete-time systems or digital filters. The VIT transform is a formal power series in z−1, which converts functions given by linear time-varying difference equations into left polynomial fractions with variable coefficients, and with initial conditions incorporated into the framework. It is shown that the transform satisfies a number of properties that are analogous to those of the ordinary z-transform, and that it is possible to do scaling of z−i by time functions, which results in left-fraction forms for the transform of a large class of functions including sinusoids with general time-varying amplitudes and frequencies. Using the extended right Euclidean algorithm in a skew polynomial ring with time-varying coefficients, it is shown that a sum of left polynomial fractions can be written as a single fraction, which results in linear time-varying recursions for the inverse transform of the combined fraction. The extraction of a first-order term from a given polynomial fraction is carried out in terms of the evaluation of zi at time functions. In the application to linear time-varying systems, it is proved that the VIT transform of the system output is equal to the product of the VIT transform of the input and the VIT transform of the unit-pulse response function. For systems given by a time-varying moving average or an autoregressive model, the transform framework is used to determine the steady-state output response resulting from various signal inputs such as the step and cosine functions.

On the spectrum of discrete time-varying linear systems

2013 ◽  
Vol 9 ◽  
pp. 27-41 ◽  
Author(s):  
Adam Czornik ◽  
Michał Niezabitowski
Keyword(s):  
Linear Systems ◽  
Discrete Time ◽  
Time Varying
Sign in / Sign up

Export Citation Format

Share Document