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Analysis of non-Markovian systems by a Monte-Carlo method

✍ Scribed by A. Dubi; A. Gandini; A. Goldfeld; R. Righini; H. Simonot


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
457 KB
Volume
18
Category
Article
ISSN
0306-4549

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Statistical performance analysis of nonl
✍ James H. Taylor πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 898 KB

Until the recent advent of extended covariance analysis utilizing quasi-linearization techniques, the only approach for assessing the performance of a nonlinear system with random inputs and initial conditions has been the monte carlo method. This method involves direct simulation, i.e., determining