Stochastic linearization of nonlinear point dissipative systems

Stochastic linearization produces a linear system with the same covariance kernel as the original nonlinear system. The method passes from factorization of finite-dimensional covariance kernels through convergence results to the final input/output operator representation of the linear system.

Bibliographic Details
Main Author: James A. Reneke
Format: Article
Language:English
Published: Hindawi Limited 2004-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171204301225