Non Linear Transformations Of Stochastic Processes

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Nonlinear Transformations of Random Processes

Author : Ralph Deutsch
Publisher : Courier Dover Publications
Page : 177 pages
File Size : 43,7 Mb
Release : 2017-11-15
Category : Technology & Engineering
ISBN : 9780486818078

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Nonlinear Transformations of Random Processes by Ralph Deutsch Pdf

This concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students. The book is also a valuable reference for systems analysts and communication engineers, as it discusses the basic mathematical theories of nonlinear transformations applied to random processes encountered in communications and control systems. Prerequisites include a familiarity with statistics, probability, complex variables, and Fourier and Laplace transforms. The first five chapters present specific classes of nonlinear devices and random processes that in combination lead to closed form solutions for the statistical properties of the transformed process. Subsequent chapters address techniques based on the use of series representations, general systematic approaches to the subject of nonlinear transformations of random processes, and sampling and quantizing a random process. A helpful Appendix features notes on hypergeometric functions.

Non-Linear Transformations of Stochastic Processes

Author : P. I. Kuznetsov,R. L. Stratonovich,V. I. Tikhonov
Publisher : Elsevier
Page : 515 pages
File Size : 40,6 Mb
Release : 2014-05-12
Category : Mathematics
ISBN : 9781483282688

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Non-Linear Transformations of Stochastic Processes by P. I. Kuznetsov,R. L. Stratonovich,V. I. Tikhonov Pdf

Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.

Random Processes in Nonlinear Control Systems by A A Pervozvanskii

Author : A. A. Pervozvanskii
Publisher : Elsevier
Page : 322 pages
File Size : 48,9 Mb
Release : 1965-01-01
Category : Mathematics
ISBN : 0080955215

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Random Processes in Nonlinear Control Systems by A A Pervozvanskii by A. A. Pervozvanskii Pdf

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

Nonlinear Dynamics of Chaotic and Stochastic Systems

Author : Vadim S. Anishchenko,Vladimir Astakhov,Alexander Neiman,Tatjana Vadivasova,Lutz Schimansky-Geier
Publisher : Springer Science & Business Media
Page : 463 pages
File Size : 40,7 Mb
Release : 2007-07-20
Category : Science
ISBN : 9783540381686

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Nonlinear Dynamics of Chaotic and Stochastic Systems by Vadim S. Anishchenko,Vladimir Astakhov,Alexander Neiman,Tatjana Vadivasova,Lutz Schimansky-Geier Pdf

We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.

Analysis and Simulation of Noise in Nonlinear Electronic Circuits and Systems

Author : Alper Demir,Alberto Sangiovanni-Vincentelli
Publisher : Springer Science & Business Media
Page : 278 pages
File Size : 44,9 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461560630

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Analysis and Simulation of Noise in Nonlinear Electronic Circuits and Systems by Alper Demir,Alberto Sangiovanni-Vincentelli Pdf

In electronic circuit and system design, the word noise is used to refer to any undesired excitation on the system. In other contexts, noise is also used to refer to signals or excitations which exhibit chaotic or random behavior. The source of noise can be either internal or external to the system. For instance, the thermal and shot noise generated within integrated circuit devices are in ternal noise sources, and the noise picked up from the environment through electromagnetic interference is an external one. Electromagnetic interference can also occur between different components of the same system. In integrated circuits (Ies), signals in one part of the system can propagate to the other parts of the same system through electromagnetic coupling, power supply lines and the Ie substrate. For instance, in a mixed-signal Ie, the switching activity in the digital parts of the circuit can adversely affect the performance of the analog section of the circuit by traveling through the power supply lines and the substrate. Prediction of the effect of these noise sources on the performance of an electronic system is called noise analysis or noise simulation. A methodology for the noise analysis or simulation of an electronic system usually has the following four components: 2 NOISE IN NONLINEAR ELECTRONIC CIRCUITS • Mathematical representations or models for the noise sources. • Mathematical model or representation for the system that is under the in fluence of the noise sources.

Modern Nonlinear Equations

Author : Thomas L. Saaty
Publisher : Courier Corporation
Page : 496 pages
File Size : 53,9 Mb
Release : 2012-04-26
Category : Mathematics
ISBN : 9780486143767

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Modern Nonlinear Equations by Thomas L. Saaty Pdf

Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." — Math Reviews. 1964 edition.

Stochastic Models: Estimation and Control:

Author : Maybeck
Publisher : Academic Press
Page : 288 pages
File Size : 44,9 Mb
Release : 1982-08-10
Category : Mathematics
ISBN : 9780080956510

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Stochastic Models: Estimation and Control: by Maybeck Pdf

Stochastic Models: Estimation and Control: v. 2

Nonlinear Random Vibration

Author : Cho W.S. To
Publisher : CRC Press
Page : 257 pages
File Size : 47,8 Mb
Release : 2000-01-01
Category : Technology & Engineering
ISBN : 9781482287264

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Nonlinear Random Vibration by Cho W.S. To Pdf

This is a systematic presentation of several classes of analytical techniques in non-linear random vibration. The book also includes a concise treatment of Markovian and non-Markovian solutions of non-linear differential equations.

The Theory of Stochastic Processes

Author : Iosif I. Gikhman,Anatoli V. Skorokhod
Publisher : Springer Science & Business Media
Page : 594 pages
File Size : 45,9 Mb
Release : 2004-03-22
Category : Mathematics
ISBN : 3540202846

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The Theory of Stochastic Processes by Iosif I. Gikhman,Anatoli V. Skorokhod Pdf

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

Randomness and Hyper-randomness

Author : Igor I. Gorban
Publisher : Springer
Page : 216 pages
File Size : 42,5 Mb
Release : 2017-08-31
Category : Technology & Engineering
ISBN : 9783319607801

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Randomness and Hyper-randomness by Igor I. Gorban Pdf

The monograph compares two approaches that describe the statistical stability phenomenon – one proposed by the probability theory that ignores violations of statistical stability and another proposed by the theory of hyper-random phenomena that takes these violations into account. There are five parts. The first describes the phenomenon of statistical stability. The second outlines the mathematical foundations of probability theory. The third develops methods for detecting violations of statistical stability and presents the results of experimental research on actual processes of different physical nature that demonstrate the violations of statistical stability over broad observation intervals. The fourth part outlines the mathematical foundations of the theory of hyper-random phenomena. The fifth part discusses the problem of how to provide an adequate description of the world. The monograph should be interest to a wide readership: from university students on a first course majoring in physics, engineering, and mathematics to engineers, post-graduate students, and scientists carrying out research on the statistical laws of natural physical phenomena, developing and using statistical methods for high-precision measurement, prediction, and signal processing over broad observation intervals. To read the book, it is sufficient to be familiar with a standard first university course on mathematics.

Applied Mechanics Reviews

Author : Anonim
Publisher : Unknown
Page : 568 pages
File Size : 53,8 Mb
Release : 1972
Category : Mechanics, Applied
ISBN : UCAL:C2682438

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Applied Mechanics Reviews by Anonim Pdf

Theory of Random Functions

Author : V. S. Pugachev
Publisher : Elsevier
Page : 852 pages
File Size : 41,6 Mb
Release : 2013-10-22
Category : Technology & Engineering
ISBN : 9781483156255

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Theory of Random Functions by V. S. Pugachev Pdf

Theory of Random Functions and Its Application to Control Problems presents insights into a branch of probability theory, the theory of random functions, which studies and takes into account the effects of random factors on the functioning of control systems. The book does not require a high level of competency in the use of mathematical techniques and explains the basics of probability theory before focusing on the concepts of the theory of random functions. The selection also discusses in great detail the aspects of random functions and provides chapters that cover the determination and solution to problems of optimal systems. The text will be of value to telecommunications engineers, aeronautical engineers, meteorologists, seismologists, and other professionals engaged in applied sciences.

OAR Cumulative Index of Research Results

Author : Anonim
Publisher : Unknown
Page : 1264 pages
File Size : 47,7 Mb
Release : 1967
Category : Aeronautics
ISBN : OSU:32435062863618

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OAR Cumulative Index of Research Results by Anonim Pdf