This article is cited in 5 papers

Entropy-probabilistic modeling of Gaussian stochastic systems

A. N. Tyrsin, I. S. Sokolova

Science and Engineering Center "Reliability and Resource of Large Systems and Machines", Ural Branch, Russian Academy of Sciences, Yekaterinburg

Abstract: There is the new entropy-probabilistic approach of modeling of stochastic systems. It is based on the representation of system in the form of a many-dimensional normal stochastic vector. The entropy- probabilistic model is described and investigated.

Keywords: normal stochastic vector, system, model, entropy, random variable, variance, covariance matrix.

UDC: 519.87:519.722:519.213

Received: 24.02.2011

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