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.
Idioma:
Inglês
Tipo (Avaliação Docente):
Científica
Contacto:
procha@mat.ua.pt; Jan.Willems@esat.kuleuven.ac.be
Nº de páginas:
5