An approach to statistical analysis of coarsely time-Markov systems | IEEE Conference Publication | IEEE Xplore

An approach to statistical analysis of coarsely time-Markov systems


Abstract:

We give a sketch of a theoretical framework aiming at a statistical description of discrete-time systems whose state space can be partitioned in regions among which the t...Show More

Abstract:

We give a sketch of a theoretical framework aiming at a statistical description of discrete-time systems whose state space can be partitioned in regions among which the trajectories move in a Markov-like fashion. A constructive method is given to produce an analytical z-domain expression for the joint distribution of the system state at any number of observation instants. The availability of such tools should also ease the analysis of complex chaotic-maps with a possibly infinite description and exhibiting highly non-trivial statistical features.
Date of Conference: 26-29 May 2002
Date Added to IEEE Xplore: 07 August 2002
Print ISBN:0-7803-7448-7
Conference Location: Phoenix-Scottsdale, AZ, USA

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