Uncertainty Propagation for General Stochastic Hybrid Systems on Compact Lie Groups

DOI10.1137/21M144147XzbMath1498.93335arXiv2203.02548OpenAlexW4221166690WikidataQ115246851 ScholiaQ115246851MaRDI QIDQ5868545

Weixin Wang, Tae-Young Lee

Publication date: 21 September 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.02548

zbMATH Keywords

Fokker-Planck equationstochastic hybrid systemnoncommutative harmonic analysis

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Fokker-Planck equations (35Q84)

Related Items (1)

Spectral Bayesian estimation for general stochastic hybrid systems

Uses Software

• GitHub

Cites Work

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