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.
Original language | English |
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Title of host publication | 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017 |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 2492-2497 |
Number of pages | 6 |
Volume | 2018-January |
ISBN (Electronic) | 9781509028733 |
DOIs | |
Publication status | Published - 18 Jan 2018 |
Event | 56th IEEE Annual Conference on Decision and Control, CDC 2017 - Melbourne, Australia Duration: 12 Dec 2017 → 15 Dec 2017 |
Conference
Conference | 56th IEEE Annual Conference on Decision and Control, CDC 2017 |
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Country | Australia |
City | Melbourne |
Period | 12/12/17 → 15/12/17 |