Transitive approach to random processes implementation and estimation
Keywords:
computer simulation, random processes, automatic controlAbstract
Means of use of based on transition rules formalism for determinate processes specification for random processes implementation and their characteristic estimation are considered. A short description of the formalism and methods of its use for simulation of dynamical systems in the presence of random impacts are presented. Methods of realization of random processes with specified statistic properties and methods of random ergodic process numerical characteristic and correlation functions estimation are discussed. Examples of random process implementations and results of their characteristics and correlation functions estimations are produced.References
Published
2013-12-01
How to Cite
Shpakov, V. (2013). Transitive approach to random processes implementation and estimation. SPIIRAS Proceedings, 7(30), 282-300. https://doi.org/10.15622/sp.30.18
Section
Articles
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