Application of continued matrix fractions to the analysis of stochastic systems with polynomial non-linearities
β Scribed by O.V. Muzychuk
- Book ID
- 107776274
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 375 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0021-8928
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π SIMILAR VOLUMES
For stochastic systems excited by white Gaussian noise, the transition probability density is the solution to the Fokker-Planck-Kolmogorov (FPK) equation. If the system is non-linear the resulting FPK equation can be solved exactly only in a few special cases. Here an approximate expression is deve
The new idea is to study the stability behavior of the solution x = x(t) of the initial value problem αΊ = Ax, t t 0 , x(t 0 ) = x 0 , with A β C nΓn , in a weighted (semi-) norm β’ R where R is taken as an appropriate solution of the matrix eigenvalue problem RA + A \* R = R, rather than as the solut