Conservation-dissipation structure of linear stochastic systems

  • Dong Xue
  • Published 2016 in
    2016 IEEE 55th Conference on Decision and Control…

Abstract

In this paper, we explore the conservation-dissipation structure and balance equations for linear systems forced with white noise process. The proposed methodology bases on a Fokker-Planck operator with the analytic expression and an operator decomposition. The symmetric component accounts for a conservative dynamics and the skew-symmetric corresponds to a… (More)
DOI: 10.1109/CDC.2016.7799187

Topics

3 Figures and Tables

Cite this paper

@article{Xue2016ConservationdissipationSO, title={Conservation-dissipation structure of linear stochastic systems}, author={Dong Xue}, journal={2016 IEEE 55th Conference on Decision and Control (CDC)}, year={2016}, pages={5980-5985} }