连续时间马氏链 仍记状态空间为S={0,1,2,…} 定义设随机过程X={X(t),t≥0}对于任意0≤to0就有 P{(tn+1)=in+1(to) io, X (t1) =i1,.,()= in} =P{X(tn+) in+()= in} 则称{X(t),t≥0}为连续参数马尔可夫链(简称连续参数马氏链)

1.单位冲激函数:δ(),δ函数 定义:(6()=0t≠0

NUMERICAL SoL°To ·G川EN舟c。 MPLEX SET of0 YNAMICS 义(t)=斤(x,x) WHERE f()CouL0BE升MNLE升 R FUNCTI0N 工TCNB.工 MOss8 LE To ACTVALLY SoLVE FoR×(t)∈ ACTLY →0 EVELoP A则 UMERICAL SOLUTION. cA小NE0co0 ES TO HELP v5 D。TwsτN MATLAB BUT LET US CONSIDER THE BAsIcs

(1)i(p, u) is zero homogeneous in p (2) substitution matrix: Dpi(p, u)<0 (3)symmetric cross-price effects: 23i(p 2=2z(p, u) (4) decreasing:=n≤0

连续函数的定义 定义3.2.1 设函数 f x( ) 在点 x0的某个邻域中有定义，并且成立 lim x x → 0 f x( ) = f x( ) 0 ， 则称函数 f x( ) 在点 x0 连续，而称 x0是函数 f x( ) 的连续点。 “函数 f x( ) 在点 x0 连续”的符号表述（或称“ε −δ ”表述）：

曲线坐标 设U 为uv平面上的开集，V 是xy平面上开集，映射 T: ( , ), ( , ) x = x uv y yuv = 是U 到V 的一个一一对应，它的逆变换记为T u uxy v vxy − = = 1: ( , ), ( , )。 在U 中取直线u u = 0，就相应得到xy平面上的一条曲线 x xu v y yu v = ( , ), ( , ) 0 0 = ， 称之为v -曲线；同样，取直线v v = 0 ，就相应得到xy平面上的u -曲线， x xuv y yuv = ( , ), ( , ) 0 0 =

Chapter 12 Time Series Analysis 12.1 Stochastic processes A stochastic process is a family of random variables {Xt,t ET}. Example{St,t 0, 1,2,...} where St i=o X; and iid(0,2). St has a different distribution at each point t

Non-zero power at non-zero frequency If R(r) includes a sinusoidal component corresponding to the component x()=Asin(o41+6) where 0 is uniformly distributed over 2t, A is random independent of 0, that component will be

12.1 Systems with controllable linearizations A relatively straightforward case of local controllability analysis is defined by systems with controllable linearizations 12.1.1 Controllability of linearized system Let To: 0, THR, uo: 0, T]H Rm be a

Longitudinal equations (1-15) can be rewritten as: mu Xuu+ Xww-mg cos 0+ m(w-qUo) =Zuu+ Zww+ Zq-mg sin 000+Z Iyyg =Muu+ Mww+ Mw++ There is no roll/yaw motion, so q 0