Stable Process Approach to Analysis of Systems Under Heavy-Tailed Noise: Modeling and Stochastic Linearization

DOI10.1109/TAC.2018.2842145zbMath1482.93590OpenAlexW2806599913MaRDI QIDQ5223645

Hiroki Aoyama, Kenji Kashima, Yoshito Ohta

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2842145

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Feedback control (93B52) Stochastic systems in control theory (general) (93E03) Stable stochastic processes (60G52)

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