• 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