The Testing Filtering and Majorized Algorithm of a Kind of Nonstationary Stochastic Transmission System in Intelligence Control

In intelligence control, applying the method of optimal non-linear filtering and majorized algorithm, this paper discusses the optimal control of a kind of incomplete data and continuous nonstationary stochastic process; yields two optimal control mathematical models in these two situations; illustrates how to establish the optimal coding and decoding of the nonstationary stochastic process; and provides an effective and reliable approach for the optimal control of such a process.

An Integral Equation Method for the First-Passage Problem in Random Vibration

The first-passage problem for a nonstationary stochastic process is formulated as an integral identity, which produces known bounds and series expansions as special cases, while approximation of the kernel leads to an integral equation for the first-passage probability density function. An accurate, explicit approximation formula for the kernel is derived, and the influence of uni or multi modal frequency content of the process is investigated. Numerical results provide comparisons with simulation results and alternative methods for narrow band processes, and also the case of a multimodal, nonstationary process is dealt with.