The sensitivity analysis of stochastic n
โ
L. Socha
๐
Article
๐
1986
๐
Elsevier Science
๐
English
โ 721 KB
The concept of stochastic sensitivity in linear and a class of non-linear continuous stochastic dynamical systems is considered in this paper. New definitions of output sensitivity measures are introduced. Detailed applications for linear systems with stochastic coefficients under noise excitation a