Cumulant Neglect Closure of Nonstationary Solutions of Stochastic System

1990 ◽  
Vol 57 (3) ◽  
pp. 776-779 ◽  
Author(s):  
Marian Pawleta ◽  
Leslaw Socha
Keyword(s):  
Linear System ◽  
Dynamic System ◽  
Stochastic System ◽  
Colored Noise ◽  
Stochastic Dynamic ◽  
Closure Technique ◽  
Stochastic Dynamic System ◽  
Nonstationary Solution

The comparison of the exact nonstationary solution of stochastic dynamic system with the corresponding one obtained by the cumulant closure technique is presented in this paper. The solutions of linear system with colored noise will be considered.

scholarly journals Some causal connections between stochastic dynamic systems

Filomat ◽  
2013 ◽  
Vol 27 (5) ◽  
pp. 865-873
Author(s):  
Ljiljana Petrovic
Keyword(s):  
Dynamic System ◽  
Hilbert Spaces ◽  
Dynamic Systems ◽  
Stochastic Dynamic ◽  
Realization Problem ◽  
Stochastic Dynamic System ◽  
Causal Connections ◽  
Causality Relationship ◽  
Stochastic Dynamic Systems

In this paper we consider a problem that follows directly from realization problem: how to find Markovian representations , even minimall, for a given family of Hilbert spaces, understood as outputs of a stochastic dynamic system S1, provided it is in a certain causality relationship with another family of Hilbert spaces , i. e. with some informations about states of a stochastic dynamic system S2. This paper is continuation of the papers Gill and Petrovic [7] and Petrovic [16,17].

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