文章基本信息

标题：Solutions of Stable Difference Equations Probably Experience Peak ⁎
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作者：Pavel Shcherbakov ; Fabrizio Dabbene ; Boris Polyak 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：4762-4767
DOI：10.1016/j.ifacol.2020.12.1001
语种：English
出版社：Elsevier
摘要：AbstractFrom the literature, it is known that solutions of homogenous linear stable difference equations may experience large deviations, or peaks, from the nonzero initial conditions at finite time instants. In this paper we take a probabilistic standpoint to analyze these phenomena by assuming that both the initial conditions and the coefficients of the equation have random nature. Under these assumptions we find the probability for deviations to occur, which turns out very close to unity even for equations of low degree, which means that peak is typical. We also address other issues such as evaluation of the mean magnitude and maximum value of peak.
关键词：Keywordslinear difference equationsstabilitynonzero initial conditionsnon-asymptotic behaviordeviationsprobability