Program implementation of the normal approximation method for nonlinear stochastic system analysis

MaRDI QIDQ580947zbMATH OpenFDO

Authors V. S. Pugachev, I. N. Sinitsyn, V. I. Shin

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

multidimensional systemsnonlinear stochastic systemsstatistical analysisnormal approximation method

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to probability theory (60-04) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Recommendations

• Systematic approach to linear approximation of non-linear stochastic systems Part 1. Asymptotic expansions
• scientific article; zbMATH DE number 125283
• scientific article; zbMATH DE number 4076572
• Modified semiinvariant methods of analysis of stochastic systems
• scientific article; zbMATH DE number 3870345

Cited in

(2)

• scientific article; zbMATH DE number 1208116 (Why is no real title available?)
• Nonnormality estimation in projection‐type system realization methods

This page was built for publication: Program implementation of the normal approximation method for nonlinear stochastic system analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q580947)