Random Propagation in Complex Systems: Nonlinear Matrix Recursions and Epidemic Spread
This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions ar...
Internet
https://thesis.library.caltech.edu/8391/1/HyoungJunAhn_thesis.pdfAhn, Hyoung Jun (2014) Random Propagation in Complex Systems: Nonlinear Matrix Recursions and Epidemic Spread. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/MC7M-EE22. https://resolver.caltech.edu/CaltechTHESIS:05232014-172754261 <https://resolver.caltech.edu/CaltechTHESIS:05232014-172754261>