On the Markov Property for Continuous Multidimensional Behaviors

• Type: Article in International Conference Proceedings Book
• Date: 2004

Authors

Paula Rocha (Author) FEUP; Jan C. Willems (Author) Other; Isabel Brás (Author) Other

Conference proceedings International

Title: 16th International Symposium on the Mathematical Theory of Networks and Systems - MTNS 2004

Pages: 1-7

Scientific classification

FOS: Engineering and technology > Other engineering and technologies

Other information

Abstract (EN): In this paper the relation between Markovianity and representability by means of first order PDEs is investigated. It is shown that the Markov property introduced in [6] for continuous nD behaviors is not equivalent to first order representability. In order to ensure first order representability we introduce a strong version of Markovianity in higher dimensions which (similar to the weak version) can be regarded as a generalization of the one-dimensional Markov property. For finite-dimensional behaviors, we prove that strong Markovianity is indeed equivalent to the representability by means of decoupled first order partial differential equations with particular structure.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 7