Linear stochastic

In this paper we study linear stochastic implicit difference equations (LSIDEs for short) of index-1. We give a definition of solution and introduce an index-1 concept for these equations. The mean square stability of LSIDEs is studied by using the method of solution evaluation. An example is given to illustrate the obtained results.

8p tamynhan6 14-09-2020 12 1   Download

Backtracking Search Optimization Algorithm (BSA) is a new stochastic evolutionary algorithm and the aim of this paper is to introduce a hybrid approach combining the BSA and Quadratic approximation (QA), called HBSAfor solving unconstrained non-linear, non-differentiable optimization problems.

12p tohitohi 22-05-2020 19 1   Download

The paper provides a new view on the averaging procedure and equivalent linearization in the study of nonlinear mechanics. It is shown that the duality of those techniques can be used to obtain better approximate solutions or to separate the original nonlinear systems subjected to periodic and random excitations into deterministic and stochastic ones.

10p thienthanquydu 17-10-2018 26 1   Download

Transforms and Filters for Stochastic Processes In this chapter, we consider the optimal processing of random signals. We start with transforms that have optimal approximation properties, in the least-squares sense, for continuous and discrete-time signals, respectively. Then we discuss the relationships between discrete transforms, optimal linear estimators, and optimal linear filters.

42p doroxon 12-08-2010 97 3   Download