Title :
Balakrishnan´s white noise model versus the Wiener process model
Author_Institution :
University of California, Los Angeles, California
Abstract :
The problem of how to model a physical system which is subject to random disturbance has been the subject of much debate. In the continuous-time case, attempts to construct models which employ the formal concept of white noise as inputs or forcing terms have encountered difficulties. One formalism which has been advocated for dealing with this situation is the Ito stochastic calculus. In this paper, an example is considered in which the Ito formalism appears to be lacking in merit when the issue of performing actual numerical computation is introduced. There is described an alternative formalism, called the Balakrishnan white noise model, which is claimed to exhibit more merit in the given example.
Keywords :
Calculus; Indium tin oxide; Nonlinear equations; Stochastic processes; White noise;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271648