This article is cited in 6 papers

Mathematical support for nonlinear multichannel circular stochastic systems analysis based on distribution parametrization

I. N. Sinitsyn

Institute for Problems of Informatics of RAS

Abstract: Theory and mathematical support for nonlinear multichannel circular stochastic systems (CStS) on distribution parametrization are given. The main topics are: circular orthogonal expansions (COE) for circular random variables and stochastic processes, stochastic equations for multichannel CStS, integrodifferential equations for one- and multidimensional densities, general COE method, methods of wrapped normal approximation, initial and central moments, software tools “CStS-ANALYSIS”. The results are illustrated by examples.

Keywords: analytical modeling; circular random variable; circular stochastic process; coefficients of circular orthogonal expansion; “CStS-ANALYSIS”; MATLAB; nonlinear multichannel stochastic system; one- and multidimensional densities; circular orthogonal expansion; standard density; wrapped normal density.