On the modeling of linear system input stochastic processes with given accuracy and reliability

Rozora Iryna () and Lyzhechko Mariia ()
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Rozora Iryna: Department of Applied Statistics, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University of Kyiv, 60 Volodymyrska Str., 01601Kyiv, Ukraine
Lyzhechko Mariia: Department of Applied Statistics, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University of Kyiv, 60 Volodymyrska Str., 01601Kyiv, Ukraine

Monte Carlo Methods and Applications, 2018, vol. 24, issue 2, 129-137

Abstract: The paper is devoted to the model construction for input stochastic processes of a time-invariant linear system with a real-valued square-integrable impulse response function. The processes are considered as Gaussian stochastic processes with discrete spectrum. The response on the system is supposed to be an output process. We obtain the conditions under which the constructed model approximates a Gaussian stochastic process with given accuracy and reliability in the Banach space C⁢([0,1]){C([0,1])}, taking into account the response of the system. For this purpose, the methods and properties of square-Gaussian processes are used.

Keywords: Simulation; Gaussian process; accuracy and reliability (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1515/mcma-2018-0011

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