Title
A new approach to solving the inverse Frobenius-Perron problem
Abstract
This paper proposes a new matrix method to solve the inverse problem for the Frobenius-Perron equation. The method can be used to construct a piecewise linear Markov transformation, which approximates the evolution of an unknown dynamical system, based on a sequence of observed probability density functions generated by the system. This particular nonlinear system identification problem is solved using a three-step approach which involves determining the Markov partition, the matrix representation of the Frobenius-Perron operator and finally the corresponding point transformation. A numerical example is used to demonstrate the applicability of the approach.
Year
Venue
Keywords
2013
Control Conference
markov processes,matrix algebra,nonlinear control systems,piecewise linear techniques,statistical analysis,markov partition,inverse frobenius-perron problem,matrix method,matrix representation,nonlinear system identification,piecewise linear markov transformation,point transformation,probability density functions,unknown dynamical system,density functional theory,probability density function,inverse problems,sociology,histograms
Field
DocType
Citations 
Applied mathematics,Mathematical optimization,Markov process,Continuous-time Markov chain,Markov property,Stochastic matrix,Markov chain,Markov partition,Inverse problem,Markov kernel,Mathematics
Conference
1
PageRank 
References 
Authors
0.48
2
2
Name
Order
Citations
PageRank
Nie, X.110.48
Daniel Coca210620.12