Accession Number : AD0722091
Title : Modelisation Stochastique Pour 1es Systemes a Constantes Reparties (Stochastic Modeling for Systems with Constant Intervals),
Corporate Author : ECOLE NATIONALE SUPERIEURE DES MINES DE PARIS FONTAINEBLEAU (FRANCE) CENTRE D'AUTOMATIQUE
Personal Author(s) : Bensoussan,A.
Report Date : NOV 1970
Pagination or Media Count : 16
Abstract : The problem of definition of 'white noise' with time-and space- parameters is presented. This question leads to the definition of stochastic linear functionnals on Hilbert spaces. The stochastic integrals appear as a particular case of this general functionnals. This notion is used for a formal mathematical description of systems, which are governed by partial differential equations. A new form of stochastic state-variable representation is presented.
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, PARTIAL DIFFERENTIAL EQUATIONS, WHITE NOISE, INTEGRALS, DISTRIBUTION THEORY, FRANCE
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE