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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2019 Volume 29, Issue 1, Pages 109–127 (Mi ssi627)

This article is cited in 3 papers

Analytical modeling of processes in Volterra stochastic systems by the canonical expansions method

I. N. Sinitsyn, V. I. Sinitsyn

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119133, Russian Federation

Abstract: On the basis of the stochastic canonical expansions (StCE) theory, approximate nonlinear correlational methods and algorithms for analytical modeling of additive and parametric harmonic, quasi-harmonic, and wideband noises in generalized Volterra stochastic systems (VStS) are developed. The elements of StCE are given. The stochastic Volterra problem “Preys and Victims” with one trophical level is investigated in detail. Special attention is paid to test examples for one- and two-dimensional VStS with additive and parametric harmonic, quasi-harmonic, and wideband noises.

Keywords: analytical modeling, harmonic, quasi-harmonic, and wideband noises, method of stochastic canonical expansions (StCE), method of normal approximation (MNA), method of slow-changing amplitudes (MSCA), method of statistical linearization (MSL), Volterra stochastic systems (VStS).

Received: 11.07.2018

DOI: 10.14357/08696527190110



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