DocumentCode
3018955
Title
Balakrishnan´s white noise model versus the Wiener process model
Author
Mortensen, R.E.
Author_Institution
University of California, Los Angeles, California
fYear
1977
fDate
7-9 Dec. 1977
Firstpage
630
Lastpage
633
Abstract
The problem of how to model a physical system which is subject to random disturbance has been the subject of much debate. In the continuous-time case, attempts to construct models which employ the formal concept of white noise as inputs or forcing terms have encountered difficulties. One formalism which has been advocated for dealing with this situation is the Ito stochastic calculus. In this paper, an example is considered in which the Ito formalism appears to be lacking in merit when the issue of performing actual numerical computation is introduced. There is described an alternative formalism, called the Balakrishnan white noise model, which is claimed to exhibit more merit in the given example.
Keywords
Calculus; Indium tin oxide; Nonlinear equations; Stochastic processes; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location
New Orleans, LA, USA
Type
conf
DOI
10.1109/CDC.1977.271648
Filename
4045918
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