Details

Autor(en) / Beteiligte

• Kwong, C. P.
• Zhang, Jiangfeng

Titel

Some Markovian Properties of Linear Differential Systems

Ist Teil von

• Communications in information and systems, 2005, Vol.5 (4), p.423-432

Ort / Verlag

International Press of Boston

Erscheinungsjahr

2005

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• In this paper we study the Markovian properties of a system of linear partial differential equations with constant coefficients as initiated by J.C. Willems. In particular, we prove that his conjecture on Markovianity is true if the characteristic variety of the system has dimension zero. For the case when the system is defined by a differential operator, we give conditions under which the conjecture is also valid.