Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions

Abstract

In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.

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Correspondence to I. N. Sinitsyn.

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Original Russian Text © I.N. Sinitsyn, V.I. Sinitsyn, E.R. Korepanov, V.V. Belousov, I.V. Sergeev, 2011, published in Avtomatika i Telemekhanika, 2011, No. 2, pp. 195–206.

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Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R. et al. Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions. Autom Remote Control 72, 405–415 (2011). https://doi.org/10.1134/S0005117911020160

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Keywords

  • Remote Control
  • Covariance Function
  • Random Function
  • Stochastic System
  • Mathematical Expectation