Systems and Means of Informatics
2016, Volume 26, Issue 1, pp 227-247
MATHEMATICAL SOFTWARE FOR ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX FRACTION-RATIONAL NONLINEARITIES
- I. N. Sinitsyn
- V. I. Sinitsyn
- I. V. Sergeev
- E. R. Korepanov
- V. V. Belousov
- V. S. Shorgin
Abstract
Mathematical software for analytical modeling of normal stochastic processes in differential and discrete stochastic systems (StS) with complex fraction-rational nonlinearities (CFRN) is considered. Typical presentation of CFRN is given. Accuracy and sensitivity equations based on the normal approximation (NAM) and the statistical linearization methods (SLM) are given.
Basic analytical and numerical methods for computing NAM (SLM) integrals are discussed. Special attention is paid to the software tool "StS-CFRN. Analysis". The Appendix contains test examples and some applications. Some generalizations are mentioned.
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[+] About this article
Title
MATHEMATICAL SOFTWARE FOR ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX FRACTION-RATIONAL NONLINEARITIES
Journal
Systems and Means of Informatics
Volume 26, Issue 1, pp 227-247
Cover Date
2016-04-30
DOI
10.14357/08696527160114
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; complex fraction-rational nonlinearities (CFRN); module "StS-CFRN. Analysis;" method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS)
Authors
I. N. Sinitsyn , V. I. Sinitsyn ,
I. V. Sergeev , E. R. Korepanov ,
V. V. Belousov , and V. S. Shorgin
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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