Stochastic Systems

On estimating the errors in using the method of quasimoments of nonlinear systems

M. L. Dashevskii

Moscow

Abstract: Differential equations are composed for quasimoments of phase coordinates of a nonlinear system described by stochastic differential equations. For a specific nonlinear system the equations of quasimoments are given in a form which permits using a digital computer to recognize quasimoments of practically any order. The equations are used for approximate computation of the mean and variance of one of the cordinate systems. Errors in computation due to elimination of quasimoments of some order are estimated.

UDC: 62-501.5


Received: 29.12.1977

 English version: Automation and Remote Control, 1979, 40:1, 26–32

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