Approximate analysis of non-linear stochastic systems

Analysis of Linear Stochastic Systems

We shall deal only with processes which evolve at discrete instances of time. Typically, the time index can be k0, k0 + 1, . . . , N , with k0 and N both finite, or it can be the nonnegative integers Z+ = 0, 1, . . ., or it can be all the integers Z. Let T be such an index set, which can be finite or countably infinite. Assume also that there is an underlying probability space (Ω,S, P ) with re...

on the effect of linear & non-linear texts on students comprehension and recalling

چکیده ندارد.

Stochastic Parameter Estimation of Non-Linear Systems

Many mechanical and structural systems respond dynamically to random environmental loads, such as wind, wave or earthquake forces. Examples include flexible buildings vibrating due to turbulent wind loading and offshore structures moving as a result of combining wave and wind loading. To assess the reliability of such structures it is important to predict their dynamic response, at the design s...

Stochastic Non-Parametric Frontier Analysis

In this paper we develop an approach that synthesizes the best features of the two main methods in the estimation of production efficiency. Specically, our approach first allows for statistical noise, similar to Stochastic frontier analysis, and second, it allows modeling multiple-inputs-multiple-outputs technologies without imposing parametric assumptions on production relationship, similar to...

non-linear control distillation column using approximate feedback linearization