Analytical modeling of wide band processes in stochastic systems with unsolved derivatives

Finite dimensional nonlinear nonstationary and stationary stochastic systems with unsolved derivatives with broadband Gaussian and non-Gaussian noises are considered. Such equations describe technical devices in informatics and control. Two methods of analytical modeling and sensitivity analysis of nonstationary and stationary processes based on the methods of statistical linearization (MSL) and normal approximation (MNA) are developed. Typical nonlinearities with unsolved derivatives and MSL coefficients and test examples are given. The developed analytical modeling algorithms based on MSL are the basis of software tools for modeling reliability and security of technical devices.