• DocumentCode
    2407672
  • Title

    Alternate representations of stochastic processes with applications to infinitesimal perturbation analysis

  • Author

    Strickland, Stephen G.

  • Author_Institution
    Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA
  • fYear
    1992
  • fDate
    1992
  • Firstpage
    3195
  • Abstract
    Alternate representations of stochastic processes and their implication for derivative estimation for discrete event dynamic systems are considered. Beginning with the trivial case of a single random variable, conditions on the necessary form of such representations are developed. The extension to stochastic processes is discussed
  • Keywords
    discrete time systems; probability; stochastic processes; derivative estimation; discrete event dynamic systems; infinitesimal perturbation analysis; single random variable; stochastic processes; Extraterrestrial measurements; Iron; Q measurement; Random variables; Stochastic processes; Stochastic systems; Systems engineering and theory;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
  • Conference_Location
    Tucson, AZ
  • Print_ISBN
    0-7803-0872-7
  • Type

    conf

  • DOI
    10.1109/CDC.1992.371239
  • Filename
    371239
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2407672