Sensitivity of stochastic systems to initial conditions
β Scribed by J. Szopa
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 258 KB
- Volume
- 97
- Category
- Article
- ISSN
- 0022-460X
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
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