Generalized hermite analysis of nonlinear stochastic systems
β Scribed by Walter V. Wedig
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 404 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0167-4730
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The tools for sensitivity analysis of stochastic systems whose behavior is described by ergodic stationary processes are presented. Three kinds of generalized estimates for performance sensitivities of these systems are introduced. These estimates, based on a use of time averages, are given in gene
A comparison is given of two exact methods for the analysis of nonlinear systems with stochastic input and stochastic parameters: the Taylor-Cauchy Transform method and the Volterra-Wiener Functional method. The final results check with each other. Examples are provided.
This paper gives an extension of the Volterra-functional method to the analysis of nonlinear systems with both stochastic iqut and stochastic parameters. In Section II, $rst-order linear systems with stochastic input and stochastic parameter are analyzed. Certain desnitions and symbolic relations ar