Dynamic systems with random structure: an approach to the generation of nonstationary stochastic processes

被引：11
|
作者：
Kontorovich, V
Lyandres, V
机构：
[1] National Polytechnic Institute, Secc. Comunicaciones, Ctro. I., Apartado Postal
[2] Ben-Gurion University of the Negev, Beer-Sheva
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 1999年 / 336卷 / 06期
关键词：
nonstationary stochastic processes; Markov processes; models of phenomena wit random structure;
D O I：
10.1016/S0016-0032(99)00011-3
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The representation of nonstationary continuous-time, generally non-Gaussian processes with distinguishable states with the help of dynamic systems with random structure are considered. Switching of the partial subsystems is intended to be a Poisson point process and so the model has the Markov property and the generating system itself is described by a set of stochastic nonlinear differential equations. The statistical characteristics of the system output are analyzed. (C) 1999 The Franklin Institute. Published by Elsevier Science Ltd. All rights reserved.
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页码：939 / 954
页数：16
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