Cumulant-neglect closure method for asymmetric non-linear systems driven by Gaussian white noise

1989 ◽  
Vol 135 (2) ◽  
pp. 338-345 ◽  
Author(s):  
J.Q. Sun ◽  
C.S. Hsu
Keyword(s):  
White Noise ◽  
Linear Systems ◽  
Gaussian White Noise ◽  
Non Linear ◽  
Non Linear Systems ◽  
Closure Method

Measurement of Wiener kernels

1984 ◽  
Vol 16 (1) ◽  
pp. 11-12
Author(s):  
Yoshifusa Ito
Keyword(s):  
Differential Operator ◽  
Mathematical Models ◽  
White Noise ◽  
Linear Systems ◽  
Main Part ◽  
The Other ◽  
Linear Functionals ◽  
Wiener Kernels ◽  
Non Linear ◽  
Non Linear Systems

Since the late 1960s Wiener's theory on the non-linear functionals of white noise has been widely applied to the construction of mathematical models of non-linear systems, especially in the field of biology. For such applications the main part is the measurement of Wiener's kernels, for which two methods have been proposed: one by Wiener himself and the other by Lee and Schetzen. The aim of this paper is to show that there is another method based on Hida's differential operator.

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