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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2016, Volume 26, Issue 1, Pages 227–247
DOI: https://doi.org/10.14357/08696527160114 (Mi ssi458) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Mathematical software for analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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DOI: https://doi.org/10.14357/08696527160114
Abstract: Mathematical software for analytical modeling of normal stochastic processes in differential and discrete stochastic systems (StS) with complex fraction-rational nonlinearities (CFRN) is considered. Typical presentation of CFRN is given. Accuracy and sensitivity equations based on the normal approximation (NAM) and the statistical linearization methods (SLM) are given. Basic analytical and numerical methods for computing NAM (SLM) integrals are discussed. Special attention is paid to the software tool «StS-CFRN. Analysis». The Appendix contains test examples and some applications. Some generalizations are mentioned.
Keywords: analytical modeling; complex fraction-rational nonlinearities (CFRN); module “StS-CFRN. Analysis;” method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS).
Funding agency Grant number
Russian Foundation for Basic Research 15-07-02244_а
The work was supported by the Russian Foundation for Basic Research (project 15-07-02244).
Received: 23.12.2015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin, “Mathematical software for analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities”, Sistemy i Sredstva Inform., 26:1 (2016), 227–247
Citation in format AMSBIB
\Bibitem{SinSinSer16}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn, I.~V.~Sergeev, E.~R.~Korepanov, V.~V.~Belousov, V.~S.~Shorgin
\paper Mathematical software for analytical modeling of normal processes in stochastic systems with complex fraction-rational nonlinearities
\jour Sistemy i Sredstva Inform.
\yr 2016
\vol 26
\issue 1
\pages 227--247
\mathnet{http://mi.mathnet.ru/ssi458}
\crossref{https://doi.org/10.14357/08696527160114}
\elib{https://elibrary.ru/item.asp?id=26095467}
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