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 |
|---|---|
| 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 |
|---|---|
| Country | Australia |
| City | Melbourne |
| Period | 12/12/17 → 15/12/17 |
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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 proceeding › Conference contribution
TY - GEN
T1 - On stochastic port-hamiltonian systems with boundary control and observation
AU - Lamoline, F.
AU - Winkin, J. J.
PY - 2018/1/18
Y1 - 2018/1/18
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85046124884&partnerID=8YFLogxK
U2 - 10.1109/CDC.2017.8264015
DO - 10.1109/CDC.2017.8264015
M3 - Conference contribution
AN - SCOPUS:85046124884
VL - 2018-January
SP - 2492
EP - 2497
BT - 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
PB - Institute of Electrical and Electronics Engineers Inc.
ER -