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On the modeling of linear system input stochastic processes with given accuracy and reliability
| Content Provider | Scilit |
|---|---|
| Author | Rozora, Iryna Lyzhechko, Mariia |
| Copyright Year | 2018 |
| Abstract | The paper is devoted to the model construction for input stochastic processes of a time-invariant linear system with a real-valued square-integrable impulse response function. The processes are considered as Gaussian stochastic processes with discrete spectrum. The response on the system is supposed to be an output process. We obtain the conditions under which the constructed model approximates a Gaussian stochastic process with given accuracy and reliability in the Banach space{C([0,1])}, taking into account the response of the system. For this purpose, the methods and properties of square-Gaussian processes are used. |
| Related Links | http://www.degruyter.com/downloadpdf/j/mcma.ahead-of-print/mcma-2018-0011/mcma-2018-0011.xml |
| Ending Page | 137 |
| Page Count | 9 |
| Starting Page | 129 |
| ISSN | 09299629 |
| e-ISSN | 15693961 |
| DOI | 10.1515/mcma-2018-0011 |
| Journal | Monte Carlo Methods and Applications |
| Issue Number | 2 |
| Volume Number | 24 |
| Language | English |
| Publisher | Walter de Gruyter GmbH |
| Publisher Date | 2018-06-01 |
| Access Restriction | Open |
| Subject Keyword | Monte Carlo Methods and Applications Applied Mathematics Simulation Gaussian Process Accuracy and Reliability Journal: Monte Carlo Methods and Applications, Vol- 24 |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Statistics and Probability |
