In this paper we consider a tensor-based approach to the analytical computation of higher-order expectations of quantized trajectories generated by Piecewise Affine Markov (PWAM) maps. We formally derive closed-form expressions for expectations of trajectories generated by three families of maps, referred to as (n,t)-tailed shifts, (n,t)-broken identities and (n,t,π)-mixing permutations. These families produce expectations with asymptotic exponential decay whose detailed profile is controlled by map design. In the (n,t)-tailed shift case expectations are alternating in sign, in the (n,t)-broken identity case they are constant in sign, and the (n,t,π)-mixing permutation case they follow a dumped periodic trend.
Tensor-based theory for quantized piecewise-affine Markov systems: Analysis of some map families
SETTI, Gianluca;ROVATTI, Riccardo;MAZZINI, Gianluca
2001
Abstract
In this paper we consider a tensor-based approach to the analytical computation of higher-order expectations of quantized trajectories generated by Piecewise Affine Markov (PWAM) maps. We formally derive closed-form expressions for expectations of trajectories generated by three families of maps, referred to as (n,t)-tailed shifts, (n,t)-broken identities and (n,t,π)-mixing permutations. These families produce expectations with asymptotic exponential decay whose detailed profile is controlled by map design. In the (n,t)-tailed shift case expectations are alternating in sign, in the (n,t)-broken identity case they are constant in sign, and the (n,t,π)-mixing permutation case they follow a dumped periodic trend.I documenti in SFERA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.