Abo Bibliothek: Guest
Journal of Automation and Information Sciences

Erscheint 12 Ausgaben pro Jahr

ISSN Druckformat: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Analytical Synthesis of the Probabilistic Characteristics of One Class of Non-Markovian Processes

Volumen 31, Ausgabe 4-5, 1999, pp. 49-56
DOI: 10.1615/JAutomatInfScien.v31.i4-5.260
Get accessGet access

ABSTRAKT

Nowadays analytical methods for synthesis of probabilistic characteristics of random processes exist only for Markovian processes and are based on solution of the Fokker-Plank-Kolmogorov equation. The article presents an approach that allows us to solve such a problem for non-Markovian processes, which are described by approximated solutions of stochastic nonlinear integrated equations in general form. The basis for the method proposed is a representation of the integral equation by two-point boundary-value problem with its subsequent solution by the invariant embedding method.

Digitales Portal Digitale Bibliothek eBooks Zeitschriften Referenzen und Berichte Forschungssammlungen Preise und Aborichtlinien Begell House Kontakt Language English 中文 Русский Português German French Spain