On stochastic port-hamiltonian systems with boundary control and observation

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

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 languageEnglish
Title of host publication2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2492-2497
Number of pages6
Volume2018-January
ISBN (Electronic)9781509028733
DOIs
Publication statusPublished - 18 Jan 2018
Event56th IEEE Annual Conference on Decision and Control, CDC 2017 - Melbourne, Australia
Duration: 12 Dec 201715 Dec 2017

Conference

Conference56th IEEE Annual Conference on Decision and Control, CDC 2017
CountryAustralia
CityMelbourne
Period12/12/1715/12/17

Fingerprint

Hamiltonians
Boundary Control
Hamiltonian Systems
Infinite-dimensional Spaces
Stochastic Integral
Wiener Process
Hilbert spaces
Randomness
Stochastic Equations
Differential equations
Strings
Hilbert space
Differential equation
Observation
Class

Cite this

Lamoline, F., & Winkin, J. J. (2018). On stochastic port-hamiltonian systems with boundary control and observation. In 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017 (Vol. 2018-January, pp. 2492-2497). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2017.8264015
Lamoline, F. ; Winkin, J. J. / On stochastic port-hamiltonian systems with boundary control and observation. 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Vol. 2018-January Institute of Electrical and Electronics Engineers Inc., 2018. pp. 2492-2497
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Lamoline, F & Winkin, JJ 2018, On stochastic port-hamiltonian systems with boundary control and observation. in 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. vol. 2018-January, Institute of Electrical and Electronics Engineers Inc., pp. 2492-2497, 56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, 12/12/17. https://doi.org/10.1109/CDC.2017.8264015

On stochastic port-hamiltonian systems with boundary control and observation. / Lamoline, F.; Winkin, J. J.

2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Vol. 2018-January Institute of Electrical and Electronics Engineers Inc., 2018. p. 2492-2497.

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

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Lamoline F, Winkin JJ. On stochastic port-hamiltonian systems with boundary control and observation. In 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Vol. 2018-January. Institute of Electrical and Electronics Engineers Inc. 2018. p. 2492-2497 https://doi.org/10.1109/CDC.2017.8264015