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Abstract and Applied Analysis
Volume 2015 (2015), Article ID 731261, 7 pages
http://dx.doi.org/10.1155/2015/731261
Research Article

On the Relation between Phase-Type Distributions and Positive Systems

Department of Computer Engineering, Chungnam National University, 99 Daehak-ro, Yuseong-gu, Daejeon 305-764, Republic of Korea

Received 21 January 2015; Revised 25 March 2015; Accepted 4 April 2015

Academic Editor: Shawn X. Wang

Copyright © 2015 Kyungsup Kim. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

The relation between phase-type representation and positive system realization in both the discrete and continuous time is discussed. Using the Perron-Frobenius theorem of nonnegative matrix theory, a transformation from positive realization to phase-type realization is derived under the excitability condition. In order to explain the connection, some useful properties and characteristics such as irreducibility, excitability, transparency, and order reduction for positive realization and phase-type representation are discussed. In addition, the connection between the phase-type renewal process and the feedback positive system is discussed in the stabilization concept.