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.
引用
收藏
页码：939 / 954
页数：16
相关论文
共 50 条
  • [21] A theory of polyspectra for nonstationary stochastic processes
    Hanssen, A
    Scharf, LL
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2003, 51 (05) : 1243 - 1252
  • [22] FOURIER ANALYSIS OF NONSTATIONARY STOCHASTIC PROCESSES
    KAWATA, T
    TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 118 (06) : 276 - &
  • [23] ON THE THEORY OF PREDICTION OF NONSTATIONARY STOCHASTIC PROCESSES
    PRESTON, GW
    JOURNAL OF APPLIED PHYSICS, 1953, 24 (02) : 230 - 231
  • [24] ON A CLASS OF NONSTATIONARY STOCHASTIC-PROCESSES
    MIAMEE, AG
    HARDIN, JC
    SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1990, 52 : 145 - 156
  • [25] Disorder Indicator for Nonstationary Stochastic Processes
    Kislitsyn, A. A.
    Kozlova, A. B.
    Korsakova, M. B.
    Orlov, Yu. N.
    DOKLADY MATHEMATICS, 2019, 99 (01) : 57 - 59
  • [26] True Random Numbers Generation from Stationary Stochastic Processes
    Martini, Giuseppe
    Bruno, Francesco G.
    2017 INTERNATIONAL CONFERENCE ON NOISE AND FLUCTUATIONS (ICNF), 2017,
  • [27] SAMPLING THEOREMS FOR NONSTATIONARY RANDOM PROCESSES
    LEE, AJ
    TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1978, 242 (AUG) : 225 - 241
  • [28] An Adaptive Extrapolator of Nonstationary Random Processes
    Baranov L.A.
    Russian Electrical Engineering, 2023, 94 (09) : 641 - 644
  • [29] Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching
    Antonyuk, Svitlana, V
    Byrka, Marian F.
    Gorbatenko, Mykola Y.
    Lukashiv, Taras O.
    Malyk, Igor, V
    JOURNAL OF MATHEMATICS, 2020, 2020
  • [30] First passage of nonstationary random processes
    COROTIS RB
    VANMARCKE EH
    CORNELL CA
    1972, 98 (EM2): : 401 - 414
12345