| 关联色噪声对线性系统定态几率分布的影响 |
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| 引用本文： | 陈俊 宋身全. 关联色噪声对线性系统定态几率分布的影响[J]. 华中师范大学学报(自然科学版), 1999, 33(3): 351-354 |
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| 作者姓名： | 陈俊 宋身全 |
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| 作者单位： | [1]郧阳师范高等专科学校物理系 [2]湖北汉江集团有限公司 |
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| 摘 要： | 提出了一种将两个关联噪声分布化为两企我关联噪声线性组合的方法，讨论了在关联加性噪声和乘性噪声驱动下一线性系统的定态几率分布，数值计算表明，噪声间的关联参数对定态几率分布的峰值位置和形状有较大影响；且在完全负关联条件下，定态几率分布被锁定在某一固定位置上。
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| 关 键 词： | O－U噪声 关联时间 定态几率分布 线性系统 |
Effects of correlated color noises on the stationary probability distribution |
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| Chen Jun Wang Anfu. Effects of correlated color noises on the stationary probability distribution[J]. Journal of Central China Normal University(Natural Sciences), 1999, 33(3): 351-354 |
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| Authors: | Chen Jun Wang Anfu |
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| Abstract: | In the paper,we have presented a new method to simplify correlated O U noises into the linear combination of the non correlated O U noises.The stationary probability distribution (SPD) for the systems driven by correlated additive and multiplicative noises is studied.The numerical calculation shows that the peak and the shape of SPD are affected by the correlated parameters.SPD is locked at a fixed value when additive and multiplicative noises are properly negatively correlated. |
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| Keywords: | O U noise correlated time correlated strength stationary probability distribution |
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