Abstract
The representation of nonstationary continuous-time, generally non-Gaussian processes with distinguishable states with the help of dynamic systems with random structure are considered. Switching of the partial subsystems is intended to be a Poisson point process and so the model has the Markov property and the generating system itself is described by a set of stochastic nonlinear differential equations. The statistical characteristics of the system output are analyzed.
Original language | English |
---|---|
Pages (from-to) | 939-954 |
Number of pages | 16 |
Journal | Journal of the Franklin Institute |
Volume | 336 |
Issue number | 6 |
DOIs | |
State | Published - 1 Jan 1999 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Signal Processing
- Computer Networks and Communications
- Applied Mathematics