• DocumentCode
    813467
  • Title

    Well-behaved Itô equations with simulations that always misbehave

  • Author

    Clements, David J. ; Anderson, Brian D O

  • Author_Institution
    University of Newcastle, New South Wales, Austrailia
  • Volume
    18
  • Issue
    6
  • fYear
    1973
  • fDate
    12/1/1973 12:00:00 AM
  • Firstpage
    676
  • Lastpage
    677
  • Abstract
    Itô equations, including one arising in the theory of optimal filtering of a random telegraph wave, are examined. Although the solutions of the equations are always bounded, simulations of the equation on a digital computer lead to unbounded solutions.
  • Keywords
    Stochastic differential equations; Computational modeling; Differential equations; Inspection; Least squares methods; Nonlinear equations; Optical character recognition software; Sociotechnical systems; Stability; Telegraphy; Variable speed drives;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100444
  • Filename
    1100444
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=813467