Informatics and Applications
2017, Volume 11, Issue 1, pp 3-10
ANALYTICAL MODELING OF WIDE BAND PROCESSES IN STOCHASTIC SYSTEMS WITH UNSOLVED DERIVATIVES
Abstract
Finite dimensional nonlinear nonstationary and stationary stochastic systems with unsolved derivatives with broadband Gaussian and non-Gaussian noises are considered. Such equations describe technical devices in informatics and control. Two methods of analytical modeling and sensitivity analysis of nonstationary and stationary processes based on the methods of statistical linearization (MSL) and normal approximation (MNA) are developed. Typical nonlinearities with unsolved derivatives and MSL coefficients and test examples are given. The developed analytical modeling algorithms based on MSL are the basis of software tools for modeling reliability and security of technical devices.
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[+] About this article
Title
ANALYTICAL MODELING OF WIDE BAND PROCESSES IN STOCHASTIC SYSTEMS WITH UNSOLVED DERIVATIVES
Journal
Informatics and Applications
2017, Volume 11, Issue 1, pp 3-10
Cover Date
2017-02-30
DOI
10.14357/19922264170101
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; method of normal approximation (MNA); method of statistical linearization (MSL); normal (Gaussian) stochastic process; sensitivity to parameters; stochastic system with unsolved derivatives
Authors
I. N. Sinitsyn 
Author Affiliations
Institute of Informatics Problems, Federal Research Center “Computer Sciences and Control” of the Russian
Academy of Sciences, 44-2 Vavilov Str.,Moscow 119333, Russian Federation
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