Hill climbing on a sample function of a Gaussian Markov process
โ Scribed by Michael A. Schumer
- Publisher
- Springer
- Year
- 1969
- Tongue
- English
- Weight
- 260 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A vector process with an arbitrary probability density function is presented as the solution of a system of nonlinear stochastic di!erential equations. Such a generative approach provides an opportunity to describe the process explicitly with the help of its probability functional without having to
Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based on
The purpose of the paper is to present a closure technique based on the representation of the non-linear system response process to a random excitation by a polynomial function of Gaussian process. It is shown that for the unimodal and bimodal situations of the Duffing oscillator, the proposed techn