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Iterative procedure for analysis of linear dynamical stochastic systems with fluctuating parameters

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Abstract

An iterative procedure for the analysis of linear dynamical stochastic systems with fluctuating parameters is described. We propose an algorithm for obtaining an ensemble-averaged solution of a dynamical equation with arbitrary fluctuation statistics.

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Authors
  1. A. N. Valentyuk
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  2. V. N. Laptinsky
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Additional information

Institute of Applied Optics, Belarus Academy of Sciences, Mogilev, Belarus. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 11, pp. 1448–1452, November, 1997.

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Valentyuk, A.N., Laptinsky, V.N. Iterative procedure for analysis of linear dynamical stochastic systems with fluctuating parameters. Radiophys Quantum Electron 40, 977–980 (1997). https://doi.org/10.1007/BF02676699

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  • DOI: https://doi.org/10.1007/BF02676699

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