I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities”, Sistemy i Sredstva Inform., 2015, Volume 25, Issue 4,Pages <nobr>4

Analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation

Abstract: Methods of analytical modeling for continuous stochastic systems (StS) (including on manifolds) with Wiener and Poisson noises and with complex fraction-rational nonlinearities (FRN) are given. Typical representations and vector FRN are considered. Equations for the normal approximation method (NAM) and the method of statistical linearization (MSL) are deduced. The NAM and MSL for StS with FRN algorithms are given. Test examples are presented. Some generalizations are given.

Keywords: analytical modeling; complex fraction-rational nonlinearities (FRN); Hermite polynomials; method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS).

Received: 18.08.2015

DOI: 10.14357/08696527150401