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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