Dissipative linear stochastic hamiltonian systems
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Vladimirov, Igor; Petersen, Ian
Description
This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified by a Hamiltonian, viscous damping parameters and system-environment coupling functions. We consider energy balance relations for such systems with an emphasis on linear stochastic Hamiltonian (LSH) systems with quadratic Hamiltonians and linear coupling. For...[Show more]
Collections | ANU Research Publications |
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Date published: | 2019 |
Type: | Conference paper |
URI: | http://hdl.handle.net/1885/201534 |
Source: | ANZCC 2018 - 2018 Australian and New Zealand Control Conference |
DOI: | 10.1109/ANZCC.2018.8606559 |
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01_Vladimirov_Dissipative_linear_stochastic_2019.pdf | 214.39 kB | Adobe PDF | Request a copy |
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