An approach to statistical analysis of coarsely time-Markov systems

R. Rovatti, G. Mazzini, G. Setti

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We here give a sketch of a theoretical framework aiming at the statistical description of discrete-time systems whose state space can be partitioned in regions among which the trajectories move in a Markov-like fashion. A constructive method is given to produce an analytical z-domain expression for the joint distribution of the system state at any number observation instants. The availability of such tools should ease the analysis also of complex chaotic-maps with a possibly infinite description and exhibiting highly non-trivial statistical features.
Original languageEnglish (US)
Title of host publicationProceedings - IEEE International Symposium on Circuits and Systems
StatePublished - Jan 1 2002
Externally publishedYes

Bibliographical note

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