Markov properties for systems described by PDEs and first-order representations

• Type: Article in International Scientific Journal
• Date: 2006

Authors

Rocha, P (Author) Other; Willems, JC (Author) Other

Journal

The Journal is awaiting validation by the Administrative Services.

Title: SYSTEMS & CONTROL LETTERS

Vol. 55

Pages: 538-542

ISSN: 0167-6911

Indexing

ISI Web of Knowledge - 11 Citations

Scopus - 13 Citations

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

Other information

Authenticus ID: P-004-K2A

DOI: 10.1016/j.sysconle.2005.11.003

Abstract (EN): The relation between Markovianity and representability by means of first-order PDEs is investigated. We consider two versions of the Markovian property, weak and strong-Markovianity. The weak version has been introduced in [J.C. Willems, State and first-order representations, in: VD. Blondel, A. Megretski (Eds.), Unsolved Problems in Mathematical Systems & Control Theory, Princeton University Press, Princeton, NJ, 2004, pp. 54-57] and conjectured to correspond to first-order representations. We provide a counterexample, to this conjecture. For finite-dimensional behaviors, strong-Markovianity is proven to be indeed equivalent to the representability by means of first-order PDEs with a special structure.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 5