Some nonlinear functional formulas for stochastic distributed-parameter processes
Author :
Tzafestas, Spyros G.
Author_Institution :
University of Patras, Greece and NRC "Demokritos," Aghia Paraskevi Attikis, Greece
Volume :
20
Issue :
5
fYear :
1975
fDate :
10/1/1975 12:00:00 AM
Firstpage :
692
Lastpage :
694
Abstract :
Three formulas are given concerning the expectation of a nonlinear functional of a Gaussian distributed-parameter process . These formulas are useful when studying stochastic nonlinear distributed-parameter dynamic systems by functional expansion.
Keywords :
Distributed systems, nonlinear stochastic; Gaussian processes; Clocks; Control systems; HEMTs; Nonlinear control systems; Region 1; Space stations; Stability; State estimation; Stochastic processes; Stochastic systems;