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Extended Aggregate Observation Drift

Statement

Let ll and l~\tilde{l} be natural numbers with l≥2l\ge2 and l~≥1\tilde{l}\ge1, let β~\tilde{\beta} be an observation-rate family on ll states with l~\tilde{l} observation channels and rate bound B~\tilde{B}, and let (U~,β~ˉ)(\tilde{U},\bar{\tilde{\beta}}) be a twice continuously differentiable extension of β~\tilde{\beta} with derivative bound K~\tilde{K}, points of U~\tilde{U} being written Σ\Sigma as in that definition.

The extended aggregate observation drift of (U~,β~ˉ)(\tilde{U},\bar{\tilde{\beta}}) is the function b~ˉ:U~→Rl~\bar{\tilde{b}}:\tilde{U}\to\mathbb{R}^{\tilde{l}} whose components are

b~ˉυ(Σ)=∑σ=1lΣσ β~ˉ(σ,υ,Σ)(υ∈{1,…,l~}).\bar{\tilde{b}}^\upsilon(\Sigma)=\sum_{\sigma=1}^{l}\Sigma^\sigma\,\bar{\tilde{\beta}}(\sigma,\upsilon,\Sigma)\qquad(\upsilon\in\{1,\dots,\tilde{l}\}).

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