plot the continuous time stochastic system

[sharmila svsas]

 I want to plot a diagram in Matlab for the given continuous time

 stochastic system, 

my   continuous time  stochastic system  is given below:

dx(t)={Ax(t)+Bu(t)+Dw(t)}*dt+f(x,t)dwb(t);

y(t)=Cx(t).

parameters are below

%--------------------------------------------------------------

%System

f1min=11.3533;

f1max=16.464;

f2min=-0.0192;

f2max=-0.0492;

A = [0 1;

      f1min 0];

B=[0;

     f2min];

D=[0; 

     0.1];

C=[0 .01];  

u(t)=K x(t);

where K=[-0.3 -0.1];

 f(x,t)=[tanh(x1);

           tanh(x2)]

my doubt is that how can I define or fined dt and dwb(t).

where dwb(t) is one-dimensional Brownian motion.

[Johan Löfberg]

Once again you are posting on the wrong forum. This is a YALMIP forum.

[sharmila svsas]

already I did feasibility for that system using yalmip, after that, I want to plot for that feasibility region, that's why I asked

[Johan Löfberg]

Well, the question has nothing in it that is related to YALMIP