| It型随机系统的仿真——离散相似法 |
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| 引用本文： | 邓飞其,冯昭枢,刘洪伟,刘永清. It型随机系统的仿真——离散相似法[J]. 系统工程学报, 1999, 0(2) |
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| 作者姓名： | 邓飞其 冯昭枢 刘洪伟 刘永清 |
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| 作者单位： | 华南理工大学自动控制工程系 |
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| 基金项目： | 国家自然科学基金,广东省自然科学基金 |
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| 摘 要： | 研究Ｉｔ＾ｏ型随机系统的仿真,采用离散相似法得到了Ｉｔ＾ｏ型随机系统数值计算的两种差分格式,分析了差分格式的精度和用于Ｉｔ＾ｏ型随机系统仿真的有效性,文末用实例演示了所得方法的应用．
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| 关 键 词： | 随机系统 差分格式 数值解 仿真 |
SIMULATION OF It STOCHASTIC SYSTEMS BY THE DISCRETE-SIMILARITY METHOD |
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| Deng Feiqi Feng Zhaoshu Liu Hongwei Liu Yongqing. SIMULATION OF It STOCHASTIC SYSTEMS BY THE DISCRETE-SIMILARITY METHOD[J]. Journal of Systems Engineering, 1999, 0(2) |
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| Authors: | Deng Feiqi Feng Zhaoshu Liu Hongwei Liu Yongqing |
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| Abstract: | In this paper,simulation of It stochastic systems is investigated.Two difference schemes for the numerical computation of It stochastic systems are obtained with the discrete similarity method.The error of the difference schemes and the efficiency of the difference schemes in application to simulation of It stochastic systems are analyzed,two examples are given to illustrate the application of the method obtained. |
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| Keywords: | stochastic system difference scheme numerical solution simulation |
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