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// 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
Fulltext:
PDF file (1441 kB)
English version:
Automation and Remote Control, 1976,
37
:4,
512–520
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024