| Title: | Analysis of linear stochastic dynamic systems of the n–th order of the method of moments |
| Authors: | Mazurkiewicz, Seweryn Walczak, Janusz Jakubowska, Agnieszka |
| Citation: | CPEE – AMTEE 2013: Joint conference Computational Problems of Electrical Engineering and Advanced Methods of the Theory of Electrical Engineering: 4th – 6th September 2013 Roztoky u Křivoklátu, Czech Republic, p. II-2. |
| Issue Date: | 2013 |
| Publisher: | University of West Bohemia |
| Document type: | článek konferenční příspěvek article conferenceObject |
| URI: | http://hdl.handle.net/11025/11608 |
| ISBN: | 978-80-261-0247-2 |
| Keywords: | lineární stochastické dynamické systémy;metoda momentů;náhodné systémy n-tého řádu |
| Keywords in different language: | linear stochastic dynamic systems;method of moments;n–th order random systems |
| Abstract: | In the article, the linear dynamic random model of n–th order described by the random state equation, is considered. The method for determining the probabilistic characteristics of stochastic process which is the solution of that equation, is shown. These characteristics, such as average values and correlation functions, are determined by auxiliary solutions– deterministic systems of ordinary differential equations. |
| Rights: | © University of West Bohemia |
| Appears in Collections: | CPEE – AMTEE 2013 CPEE – AMTEE 2013 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Mazurkiewicz.pdf | Plný text | 111,6 kB | Adobe PDF | View/Open |
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11025/11608Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.