Cumulant Neglect Closure of Nonstationary Solutions of Stochastic System

Marian Pawleta · L. Socha

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Probabilistic and Robust Engineering Design Control Systems and Identification stochastic dynamics and bifurcation

Abstract

The comparison of the exact nonstationary solution of stochastic dynamic system with the corresponding one obtained by the cumulant closure technique is presented in this paper. The solutions of linear system with colored noise will be considered.

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