For questions about steady states in systems theory, which are unchanging in time.

139 questions
Filter by
Sorted by
Tagged with
18 views

### How to prove that the convergence to a steady state exists if the change in transition probabilities are sufficiently slow?

Let's say we have a transition matrix $Q_{n}$ for each time step $n$ of a discrete Markov process, where it doesn't stay stationary for all time steps. I want to prove that if the change between each ...
100 views

### Find Gain K and Time constant K of a system from the time response

There is a given system $\frac{K}{sT + 1}$ of order 1. The responses are in the image below and the 2 inputs are $u1(t) = 1(t)$ and $u_2(t) = \sqrt{2} \cdot \sin(\omega_2 t)$. How can I find the K and ...
27 views

1 vote
27 views

### Solving/approximating 2-D Markov chain

I came across the following continuous time Markov chain and would like to know if there is a good way to solve/approximate steady state distribution of the states. Note that the horizontal right and ...
1 vote
215 views

504 views

### Probability of being in each transient state in an absorbing Markov chain, given that you are not in an absorbing state?

I have tried to derive a generalized answer to this question, but don't know how to check my work. To clarify, I am asking for the probability of being in each transient state of an absorbent Markov ...
23 views

### Constant to power of t in steady-state

I am wondering how to get the steady-state for the following Euler equation. I know that we can get rid of time in subscripts. However, here I have a constant (a) to the power of $t$. Does anyone know ...
272 views

### How to add a non-zero mean to the equation of state of Kalman filter

The measurement data of the laser gyro is used to establish the noise random process model, and then the Kalman filter state equation is established through the model parameters. First, remove the ...
• 23
59 views

### how to calculate the steady state mc linear equations

i have the following Markov chains equations and not sure how to solve those: a=.2 a +.5b+0.6d b=.1a+.1b+.2d c=0.7a+.1c d=.4b+.9c+.2d pi=a+b+c+d how do you approach that? i tried -.8a+.5b+.6d=0 but ...
637 views

### Can non-irreducible Markov chains converge?

I know that Markov chains that are irreducible and aperiodic are guaranteed to converge and have an invariant distribution, but can a non-irreducible one do too? If so, what would be an example? Also, ...
• 467
1 vote
I have a function ${\dot{\varphi } = \gamma - F(\varphi )}$ (where $\varphi$ - is 2${\pi }$-periodic function) and graph of function $F(\varphi)$. So it's needed to research this graph (to find the ...