Search results for "Random control systems"

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

2022

[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.