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  4. Linear dynamical systems of the n-th order in random conditions

Linear dynamical systems of the n-th order in random conditions

JCPEE.
2013;
Volume 3, Number 2
: pp. 61-66
Authors:
  1. Seweryn Mazurkiewicz
  2. Janusz Walczak
1
Silesian University of Technology
2
Silesian University of Technology

In the article, the linear dynamic random model of n-th order described by the random state equation is considered. The method for determining the probabilistic characteristics of a stochastic process which is the solution of that equation, is shown. These characteristics, such as mean values and correlation functions, are determined by auxiliary solutions – the deterministic systems of ordinary differential equations.

Moments of stochastic processes
n-th order random system.
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