Title :
Analysis of nonlinear stochastic systems with wide-band inputs
Author :
Kushner, H.J. ; Bar-Ness, Y.
Author_Institution :
Brown University, Providence, RI
Abstract :
A general method for approximating systems with wide-band inputs by diffusion processes is discussed. The input noise itself can be processed nonlinearly by elements of the system. One particular case is examined in detail, that of a hard limiter just after the input. The results suggest that the limiter can actually improve performance if the noise intensity is small. The development illustrates how tricky, but potentially useful, nonlinearities can be handled when the system input is wide-band noise.
Keywords :
Bandwidth; Diffusion processes; Markov processes; Mathematics; National electric code; Stochastic systems; Wideband;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271818
