Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第48回ISCIE「確率システム理論と応用」国際シンポジウム(2016年11月, 福岡)
HTracking with Preview for Linear Continuous-Time Systems Driven by Wiener and Poisson Processes
Gou Nakura
著者情報
ジャーナル フリー

2017 年 2017 巻 p. 7-12

詳細
抄録
In this paper, we study Htracking with preview problems for linear continuous-time systems driven by Wiener and Poisson Processes. We introduce Riccati differential equations affected by Poisson parameters to solve the problems. We consider more elaborate and more rigorous statements and arguments than related previous work based on [18]. Finally we investigate tracking performances for various preview lengths by numerical examples.
著者関連情報
© 2017 ISCIE Symposium on Stochastic Systems Theory and Its Applications
前の記事 次の記事
feedback
Top