Weak Markov Processes as Linear Systems

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Abstract

A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter the resulting structure is worked out systematically and some quantum mechanical interpretations are given. We introduce subprocesses and quotient processes and then the notion of a $\gamma$-extension for processes which leads to a complete classification of all the ways in which processes can be built from subprocesses and quotient processes. We show that within a $\gamma$-extension we have a cascade of noncommutative Fornasini-Marchesini systems. We study observability in this setting and as an application we gain new insights into stationary Markov chains where observability for the system is closely related to asymptotic completeness in a scattering theory for the chain. Embargo 28/05/2016.
Original languageEnglish
Pages (from-to)375-413
Number of pages39
JournalMathematics of Control, Signals, and Systems (MCSS)
Volume27
Issue number3
Early online date28 May 2015
DOIs
Publication statusPublished - 30 Sept 2015

Keywords

  • noncommutative Fornasini-Marchesini
  • system
  • weak Markov process
  • subprocess
  • quotient process
  • cascade
  • observability
  • asymptotic completeness
  • 46L53
  • 47A20
  • 93B07

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