On stochastic port-hamiltonian systems with boundary control and observation

Authors

Abstract

Stochastic port-Hamiltonian systems on infinite-dimensional spaces governed by Ito stochastic differential equations (SDEs) are introduced and some properties of this new class of systems are studied. They are a stochastic counterpart of boundary controlled port-Hamiltonian systems. The noise process is modelized as a Hilbert space-valued stochastic integral w.r.t. a Wiener process. The theory is illustrated on an example of a vibrating string with an element of randomness.

Citation

Journal: 2017 IEEE 56th Annual Conference on Decision and Control (CDC)
Year: 2017
Volume:
Issue:
Pages: 2492–2497
Publisher: IEEE
DOI: 10.1109/cdc.2017.8264015

BibTeX

@inproceedings{Lamoline_2017,
  title={{On stochastic port-hamiltonian systems with boundary control and observation}},
  DOI={10.1109/cdc.2017.8264015},
  booktitle={{2017 IEEE 56th Annual Conference on Decision and Control (CDC)}},
  publisher={IEEE},
  author={Lamoline, F. and Winkin, J.J.},
  year={2017},
  pages={2492--2497}
}

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References

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