Accession Number : AD0663758
Title : AN APPROACH TO SYSTEMS WITH A GAUSSIAN PARAMETRIC COEFFICIENT.
Descriptive Note : Technical rept.,
Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING
Personal Author(s) : Day,Carroll N.
Report Date : AUG 1967
Pagination or Media Count : 87
Abstract : The object of the research reported in this dissertation was to study systems with a Gaussian parametric coefficient using a nonharmonic series to represent the random coefficient. The series used to represent the random variable is constructed of uncorrelated terms. A series also with uncorrelated terms, is found to represent the system output variable. A method is developed to evaluate the terms of this output series as a function of the power density spectrum of the parametric coefficient and other system parameters. Having found the terms of this series the moments and other statistical measures of the output variable can be calculated. Thus the dissertation details an algorithm which can be used to calculate the output statistical measures for a class of systems containing Gaussian parametric coefficient. The mean and auto-correlation function of the output and the cross-correlation between the input and output are calculated for two examples to demonstrate the algorithm. No attempt was made to find theoretical error bounds on calculations based on the algorithm. However, examples included in the dissertation indicate that the error is small. (Author)
Descriptors : (*STATISTICAL PROCESSES, PROBLEM SOLVING), CORRELATION TECHNIQUES, MEASURE THEORY, RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS, POWER SPECTRA, STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, NUMERICAL ANALYSIS, ALGORITHMS, THESES
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE