Stochastic Stability of Non-Markovian Processes and Adaptive Quantizers

被引：0
|
作者：
Yuksel, Serdar [1 ]
机构：
[1] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
来源：
2017 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT) | 2017年
基金：
加拿大自然科学与工程研究理事会;
关键词：
ASYMPTOTICALLY MEAN STATIONARY; FEEDBACK; STABILIZATION; CHANNELS; SCHEMES; CHAINS;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper investigates stochastic stability properties of a class of non-Markovian processes, where the existence of a stationary measure, asymptotic mean stationarity and ergodicity conditions are studied. Applications in adaptive quantization and stochastic networked control are presented.
引用
收藏
页码：1167 / 1171
页数：5
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