๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Conditional minimax filtering of processes in nonlinear stochastic systems

โœ Scribed by A. R. Pankov

Publisher
Springer
Year
1994
Tongue
English
Weight
468 KB
Volume
5
Category
Article
ISSN
1046-283X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Nonlinear systems driven by polynomials
Nonlinear systems driven by polynomials of filtered Poisson processes
โœ Federico Waisman; Mircea Grigoriu ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 291 KB

The perturbation method is applied to determine approximately the mean, variance, skewness and kurtosis of the transient and stationary response of nonlinear systems driven by polynomials of ยฎltered Poisson processes. The analysis is based on the classical perturbation method, the Ito รƒ differentiat

Alternative description of stochastic pr
Alternative description of stochastic processes in nonlinear systems. โ€œKinetic formโ€ of master and Fokker-Planck equations
โœ Yu.L. Klimontovich ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 446 KB

An alternative description of stochastic processes in nonlinear systems is considered. It is shown that among the possible forms of the Fokker-Planck and the Langevin equations (Ito, Stratonovich, and kinetic forms) the kinetic form is more natural from the point of view of the statistical theory. A