Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions

In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.

Saved in:

Bibliographic Details
Published in:	Automation and remote control Vol. 72; no. 2; pp. 405 - 415
Main Authors:	Sinitsyn, I. N., Sinitsyn, V. I., Korepanov, E. R., Belousov, V. V., Sergeev, I. V.
Format:	Journal Article
Language:	English
Published:	Dordrecht SP MAIK Nauka/Interperiodica 01-02-2011
Subjects:	CAE) and Design Calculus of Variations and Optimal Control; Optimization Computer-Aided Engineering (CAD Control Mathematics Mathematics and Statistics Mechanical Engineering Mechatronics Robotics Systems Theory Topical Issue Mathematical Expectation Random Function Remote Control Stochastic System Covariance Function
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Description
Summary:	In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.
ISSN:	0005-1179 1608-3032
DOI:	10.1134/S0005117911020160