Compartmental Modeling and Second-Moment Analysis of State Space Systems
Dennis S. Bernstein, David C. Hyland · SIAM Journal on Matrix Analysis and Applications · 1993
Compartmental models involve nonnegative state variables that exchange mass, energy, or other quantities in accordance with conservation laws. Such models are widespread in biology and economics. In this paper a connection is made between arbitrary (not necessarily nonnegative) state space systems and compartmental models. Specifically, for an arbitrary state space model with additive white noise, the nonnegative-definite second-moment matrix is characterized by a Lyapunov differential equation. Kronecker and Hadamard (Schur) matrix algebra is then used to derive an equation that characterizes the dynamics of the diagonal elements of the second-moment matrix. Since these diagonal elements are nonnegative, they can be viewed, in certain cases, as the state variables of a compartmental model. This paper examines weak coupling conditions under which the steady-state values of the diagonal elements actually satisfy a steady-state compartmental model.