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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1980 Issue 4, Pages 177–186 (Mi at7075)

Computers in Control

Digital modeling of multidimensional dynamic systems in face of random signals

V. D. Razevig

Moscow

Abstract: Algorithms are found for digital modeling of multidimensional stochastic dynamic systems which insure mean square convergence with a varying degree of accuracy. Solutions of the original equations or understood as a generalized stochastic integral. Specifics of modeling with a constant and variable integration step are considered. Data on FORTRAN programs developed for the purpose are given.

UDC: 681.32:62-501.72


Received: 16.05.1979



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