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.
2001
Setti, Gianluca; Rovatti, Riccardo; Mazzini, Gianluca
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/1206181
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