Engineering topics

Marcus, S. I.

Publications and source records attributed to Marcus, S. I..

6 records

NASA NTRS1976

Analysis of bilinear noise models in circuits and devices

There are a number of applications in which linear noise models are inappropriate. In the paper, the use of bilinear noise models in circuits and devices is considered. Several physical problems are studied in this framework. These include circuits involving varying parameters (such as variable resistance circuits constructed using field-effect transistors), the effect of switching jitter on sampled data system performance and communication systems involving voltage-controlled oscillators and phase-lock loops. In addition, several types of analytical techniques for stochastic bilinear systems are considered. Specifically, the moment equations of Brockett for bilinear systems driven by white noise are discussed, and closed-form expressions for certain bilinear systems (those that evolve an Abelian or solvable Lie groups) driven by white or colored noise are derived. In addition, an approximate statistical technique involving the use of harmonic expansions is described.

Willsky, A. S.↗

NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗

NASA NTRS1975

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗

NASA NTRS1974

A class of finite dimensional optimal nonlinear estimators

Finite dimensional optimal nonlinear state estimators are derived for bilinear systems evolving on nilpotent and solvable Lie groups. These results are extended to other classes of systems involving polynomial nonlinearities. The concepts of exact differentials and path-independent integrals are used to derive optimal finite dimensional estimators for a further class of nonlinear systems.

Marcus, S. I.↗

NASA NTRS1974

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes is considered. After defining the systems of interest, the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems are discussed. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗

NASA NTRS1974

Estimation for bilinear stochastic systems

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.

Willsky, A. S.↗