Non-linear methods in information processing: Modelling, numerical simulation and application

V. Kontorovich, V. Lyandres, S. Primak

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

A method of modelling of non-Gaussian random processes is suggested. The approach is based on representing a process under investigation as a response of a non-linear systems, excited by a white Gaussian noise or a fractional Brownian motion. Systems with random structure are used to model processes with are stationary only locally. Fractional stochastic differential equations are used to model processes with long term dependence.

Original languageEnglish
Pages (from-to)417-428
Number of pages12
JournalDynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
Volume10
Issue number1-3
StatePublished - 1 Feb 2003

Keywords

  • Kolmogorov-Feller Equation
  • Markov Process
  • Non-linear transformation

ASJC Scopus subject areas

  • Discrete Mathematics and Combinatorics
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Non-linear methods in information processing: Modelling, numerical simulation and application'. Together they form a unique fingerprint.

Cite this