Systematic approach to linear approximation of non-linear stochastic systems Part 1. Asymptotic expansions
作者:
W. E. LEITHEAD,
期刊:
International Journal of Control
(Taylor Available online 1990)
卷期:
Volume 51,
issue 1
页码: 71-91
ISSN:0020-7179
年代: 1990
DOI:10.1080/00207179008934051
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A new technique is presented for the analysis of non-linear stochastic systems in which they are represented by a series of non-linearly coupled linear systems. Considerable insight is gained in the approximation of non-linear stochastic systems by linear systems and in the use of describing functions. A measure of the error and second-order correction terms for the linear approximation are obtained. The analysis is extended to the non-zero mean case.
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