Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions

Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions

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Article ID: iaor20112622
Volume: 72
Issue: 2
Start Page Number: 405
End Page Number: 415
Publication Date: Feb 2011
Journal: Automation and Remote Control
Authors: , , , ,
Keywords: stochastic processes
Abstract:

In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.

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