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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1976 Issue 4, Pages 46–54 (Mi at7736)

Stochastic Systems

On computation of transfer coefficients for a Markov process on the knowledge of a stochastic equation of a dynamic system

N. N. Nikitin, V. D. Razevig

Moscow

Abstract: A Markov process is approximately described at the output of a dynamic system. A technique of recording the transfer coefficient of the process in terms of the stochastic Langevin equation describing the system is proposed.

UDC: 62-501.22


Received: 08.09.1975


 English version:
Automation and Remote Control, 1976, 37:4, 512–520

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© Steklov Math. Inst. of RAS, 2024