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Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 1, Pages 12–18
(Mi ia179)
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This article is cited in 6 scientific papers (total in 6 papers)
Mathematical support for nonlinear multichannel circular stochastic systems analysis based on distribution parametrization
I. N. Sinitsyn Institute for Problems of Informatics of RAS
Abstract:
Theory and mathematical support for nonlinear multichannel circular stochastic systems (CStS) on distribution parametrization are given. The main topics are: circular orthogonal expansions (COE) for circular random variables and stochastic processes, stochastic equations for multichannel CStS, integrodifferential equations for one- and multidimensional densities, general COE method, methods of wrapped normal approximation, initial and central moments, software tools “CStS-ANALYSIS”. The results are illustrated by examples.
Keywords:
analytical modeling; circular random variable; circular stochastic process; coefficients of circular orthogonal expansion; “CStS-ANALYSIS”; MATLAB; nonlinear multichannel stochastic system; one- and multidimensional densities; circular orthogonal expansion; standard density; wrapped normal density.
Citation:
I. N. Sinitsyn, “Mathematical support for nonlinear multichannel circular stochastic systems analysis based on distribution parametrization”, Inform. Primen., 6:1 (2012), 12–18
Linking options:
https://www.mathnet.ru/eng/ia179 https://www.mathnet.ru/eng/ia/v6/i1/p12
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