Другие журналы
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Kojevnikov
Spectral method for analysis of stochastic systems with discontinuous trajectories described by alternation of the Erlangian distribution
Engineering Education # 04, April 2013 DOI: 10.7463/0413.0568901 УДК: 519.63 + 519.246 This article considers stochastic control systems with impulses that are generated by hyper-Erlangian flows of events and lead to discontinuities of system trajectories. The authors solve the problem of finding a probability density function for the system state. The solution is based on usage of the spectral form of mathematical description. The purpose of this paper is to develop a spectral method for analysis of this kind of systems, based on function expansion by a series of orthonormal functions. This approach simplifies the process of solving analysis problems, making it convenient for use of modern high-performance computers.
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