Approximate Stationary Density of the Nonlinear Dynamical Systems Excited With White Noise
| dc.contributor.author | Günel, Serkan | |
| dc.contributor.author | Savacı, Ferit Acar | |
| dc.coverage.doi | 10.1109/ISCAS.2005.1465731 | |
| dc.date.accessioned | 2016-07-20T08:28:56Z | |
| dc.date.available | 2016-07-20T08:28:56Z | |
| dc.date.issued | 2005 | |
| dc.description | IEEE International Symposium on Circuits and Systems 2005, ISCAS 2005; Kobe; Japan; 23 May 2005 through 26 May 2005 | en_US |
| dc.description.abstract | In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compactly supported functions has been discussed. With specific choice of such functions as piecewise multivariable polynomials which are supported on ellipsoidal regions, the parameters to be determined can be considerably decreased compared to Multi- Gaussian Closure scheme [1]. An example commonly considered in the literature has been analyzed and the proposed method has been compared with the Multi-Gaussian Closure scheme. The simulation results indicate that the new scheme is quite successful even if the driving noise is not white Gaussian, but has an exponential correlation function with small correlation time. | en_US |
| dc.identifier.citation | Günel, S., and Savacı, F. A. (2005). Approximate stationary density of the nonlinear dynamical systems excited with white noise. IEEE International Symposium on Circuits and Systems 2005, 5, 4899-4902. doi:10.1109/ISCAS.2005.1465731 | en_US |
| dc.identifier.doi | 10.1109/ISCAS.2005.1465731 | en_US |
| dc.identifier.issn | 0271-4310 | |
| dc.identifier.scopus | 2-s2.0-67649132952 | |
| dc.identifier.uri | http://doi.org/10.1109/ISCAS.2005.1465731 | |
| dc.identifier.uri | http://hdl.handle.net/11147/1937 | |
| dc.language.iso | en | en_US |
| dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en_US |
| dc.relation.ispartof | IEEE International Symposium on Circuits and Systems 2005 | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Approximate solution | en_US |
| dc.subject | Compactly supported function | en_US |
| dc.subject | Computational complexity | en_US |
| dc.subject | Dynamical systems | en_US |
| dc.subject | Fokker Planck equation | en_US |
| dc.title | Approximate Stationary Density of the Nonlinear Dynamical Systems Excited With White Noise | en_US |
| dc.type | Conference Object | en_US |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Savacı, Ferit Acar | |
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| gdc.description.department | İzmir Institute of Technology. Electrical and Electronics Engineering | en_US |
| gdc.description.endpage | 4902 | en_US |
| gdc.description.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q3 | |
| gdc.description.startpage | 4899 | en_US |
| gdc.description.volume | 5 | en_US |
| gdc.description.wosquality | N/A | |
| gdc.identifier.openalex | W1596601207 | |
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| gdc.oaire.keywords | Computational complexity | |
| gdc.oaire.keywords | Dynamical systems | |
| gdc.oaire.keywords | Fokker Planck equation | |
| gdc.oaire.keywords | Approximate solution | |
| gdc.oaire.keywords | Compactly supported function | |
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