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Avtomatika i Telemekhanika, 1978, Issue 11, Pages 58–62 (Mi at9974)  
Stochastic Systems

A method for design a linear low-order model of a stochastic system

I. E. Kazakov

Moscow
Full-text PDF (683 kB)
Abstract: A method is proposed for design of a statistically equivalent low order rnodel for the vector of an output variable of an arbitrary nonlinear initial system whose behaviour is characterized by an $n$-dimensional stochastic differential equation.

Received: 25.10.1977
Bibliographic databases:
Document Type: Article
UDC: 62-501-22
Language: Russian
Citation: I. E. Kazakov, “A method for design a linear low-order model of a stochastic system”, Avtomat. i Telemekh., 1978, no. 11, 58–62; Autom. Remote Control, 39:11 (1979), 1625–1629
Citation in format AMSBIB
\Bibitem{Kaz78}
\by I.~E.~Kazakov
\paper A method for design a linear low-order model of a stochastic system
\jour Avtomat. i Telemekh.
\yr 1978
\issue 11
\pages 58--62
\mathnet{http://mi.mathnet.ru/at9974}
\zmath{https://zbmath.org/?q=an:0419.93096}
\transl
\jour Autom. Remote Control
\yr 1979
\vol 39
\issue 11
\pages 1625--1629
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