Systems and Means of Informatics
2015, Volume 25, Issue 4, pp 4-18
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX FRACTION-RATIONAL NONLINEARITIES
- I. N. Sinitsyn
- V. I. Sinitsyn
- E. R. Korepanov
Abstract
Methods of analytical modeling for continuous stochastic systems (StS) (including on manifolds) with Wiener and Poisson noises and with complex fraction-rational nonlinearities (FRN) are given. Typical representations and vector FRN are considered. Equations for the normal approximation method (NAM) and the method of statistical linearization (MSL) are deduced. The NAM and MSL for StS with FRN algorithms are given. Test examples are presented.
Some generalizations are given.
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[+] About this article
Title
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX FRACTION-RATIONAL NONLINEARITIES
Journal
Systems and Means of Informatics
Volume 25, Issue 4, pp 4-18
Cover Date
2015-09-30
DOI
10.14357/08696527150401
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; complex fraction-rational nonlinearities (FRN); Hermite polynomials; method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS)
Authors
I. N. Sinitsyn , V. I. Sinitsyn ,
and E. R. Korepanov
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science
and Control", Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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