CORRELATION FREE FORMS FOR NONLINEAR STOCHASTIC SYSTEMS.

S. M. Meerkov, T. Runolfsson, Z. Schuss

Research output: Contribution to journalConference articlepeer-review

Abstract

A method for analysis of nonlinear systems with wideband and high-frequency stochastic parametric oscillations is developed, and a correlation free description is obtained. Several illustrative examples are considered. The results illustrate that the classical Wong-Zakai correction can be regarded as a simplest case of a general phenomenon of correlation-free representation of stochastic systems: the interaction among various noises and the states could result in numerous forms of the generalized Wong-Zakai correction. A specific form of the generalized Wong-Zakai correction is obtained that gives a convenient tool for analysis of vibrational stabilizability of stochastic systems.

Original languageEnglish
Pages (from-to)1158-1162
Number of pages5
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1987
Externally publishedYes

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