Stochastic Systems

A method for design a linear low-order model of a stochastic system

I. E. Kazakov

Moscow

Abstract: A method is proposed for design of a statistically equivalent low order rnodel for the vector of an output variable of an arbitrary nonlinear initial system whose behaviour is characterized by an $n$-dimensional stochastic differential equation.

UDC: 62-501-22


Received: 25.10.1977

 English version: Automation and Remote Control, 1979, 39:11, 1625–1629

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