6533b86efe1ef96bd12cb423

RESEARCH PRODUCT

Solving fully randomized first-order linear control systems: Application to study the dynamics of a damped oscillator with parametric noise under stochastic control

María Dolores RosellóJosé Vicente RomeroAna Navarro-quilesJuan Carlos Cortés

subject

Stochastic controlStochastic processApplied MathematicsRandom damped linear oscillatorsProbability density functionNoise (electronics)Computational MathematicsTransformation (function)Random control systemsInitial value problemApplied mathematicsFirst probability density functionMATEMATICA APLICADARandom variableRandom Variable Transformation techniqueMathematicsParametric statistics

description

[EN] This paper is devoted to study random linear control systems where the initial condition, the final target, and the elements of matrices defining the coefficients are random variables, while the control is a stochastic process. The so-called Random Variable Transformation technique is adapted to obtain closed-form expressions of the probability density functions of the solution and of the control. The theoretical findings are applied to study the dynamics of a damped oscillator subject to parametric noise.

yearjournalcountryeditionlanguage
2022-04-01
10.1016/j.cam.2021.113389https://doi.org/10.1016/j.cam.2021.113389