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The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems

  • Christopher J. Harris
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)

Keywords

Stochastic Differential Equation Wiener Process Moment Equation Vector Process Conditional Probability Density Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Ariaratnam, S.T., and Graefe, P.W.U., Int. J. Control, 1, 239–250 (1965).CrossRefGoogle Scholar
  2. Dasarathy, B.V., and Srinivasan, P., J. Sound. Vib. 7, (1), 27–30 (1968).CrossRefGoogle Scholar
  3. Doob, J.L., Stochastic Processes, J. Wiley (N.Y). 1953.zbMATHGoogle Scholar
  4. Fuller, A.T., Int. J. Control, 9, (6), 603–655 (1969).MathSciNetCrossRefGoogle Scholar
  5. Pervozvanskii, A.A., Random Processes in Nonlinear control systems; Academic Press (N.Y) 1965.Google Scholar
  6. Sancho, N.G.F., Int. J. Control, 9, (1), 83–88, (1969).CrossRefGoogle Scholar
  7. Skorokhod, A.V., Studies in the theory of random processes, Addison-Wesley (N.Y) 1965.zbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Christopher J. Harris
    • 1
  1. 1.Department of Electronic EngineeringUniversity of HullEngland

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