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This article is cited in 5 scientific papers (total in 5 papers)
Entropy-probabilistic modeling of Gaussian stochastic systems
A. N. Tyrsin, I. S. Sokolova Science and Engineering Center "Reliability and Resource of Large Systems and Machines", Ural Branch, Russian Academy of Sciences, Yekaterinburg
Abstract:
There is the new entropy-probabilistic approach of modeling of stochastic systems. It is based on the representation of system in the form of a many-dimensional normal stochastic vector. The entropy-
probabilistic model is described and investigated.
Keywords:
normal stochastic vector, system, model, entropy, random variable, variance, covariance matrix.
Received: 24.02.2011
Citation:
A. N. Tyrsin, I. S. Sokolova, “Entropy-probabilistic modeling of Gaussian stochastic systems”, Matem. Mod., 24:1 (2012), 88–102
Linking options:
https://www.mathnet.ru/eng/mm3199 https://www.mathnet.ru/eng/mm/v24/i1/p88
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Abstract page: | 1159 | Full-text PDF : | 382 | References: | 94 | First page: | 32 |
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