Non-linear methods in information processing: Modelling, numerical simulation and application

被引：0
|
作者：
Kontorovich, V [1 ]
Lyandres, V [1 ]
Primak, S [1 ]
机构：
[1] Res Ctr Adv Study Polytech Inst Mexico, Dept Elect Engn Commun, Mexico City 07000, DF, Mexico
来源：
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS | 2003年 / 10卷 / 1-3期
关键词：
Markov process; Kolmogorov-Feller equation; non-linear transformation;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A method of modelling of non-Gaussian random processes is suggested. The approach is based on representing a process under investigation as a response of a non-linear systems, excited by a white Gaussian noise or a fractional Brownian motion. Systems with random structure are used to model processes with are stationary only locally. Fractional stochastic differential equations are used to model processes with long,term dependence. Keywords. Markov Process, Kolmogorov-Feller Equation, non-linear transformation.
引用
收藏
页码：417 / 428
页数：12
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