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.
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2004-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Online Access: | http://dx.doi.org/10.1155/S0161171204301225 |