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Moment propagation of polynomial systems through Carleman linearization for probabilistic safety analysis

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Publication:6152562
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DOI10.1016/j.automatica.2023.111441arXiv2201.08648OpenAlexW4389355407MaRDI QIDQ6152562

Clovis Eberhart, Ahmet Cetinkaya, Sasinee Pruekprasert, Toru Takisaka, Jérémy Dubut

Publication date: 13 February 2024

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.08648

zbMATH Keywords

nonlinear systemsstochastic systemsmoment computationCarleman linearizationprobabilistic safety analysis


Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Linearizations (93B18) Stochastic systems in control theory (general) (93E03)




Cites Work

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  • Non-linear autonomous systems of differential equations and Carleman linearization procedure
  • Random logistic maps. I
  • On some questions arising in the approximate solution of nonlinear differential equations
  • Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
  • Carleman linearization and moment equations of nonlinear stochastic equations†
  • The Moment Problem
  • Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions
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