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Automation and Remote Control

, Volume 62, Issue 3, pp 409–421 | Cite as

Decomposition of Nonlinear Stochastic Differential Systems

  • M. E. Shaikin
  • V. I. Shin
Article
  • 26 Downloads

Abstract

Decomposition of a system, i.e., representation of a system as a set of subsystems of lesser dimension, for a multivariate dynamic system described by a nonlinear Ito stochastic differential equation is investigated. The existence and explicit construction of coordinate systems (substitutions of variables) for decomposition are examined. Group-theoretic analysis of ordinary differential equations, which is effective for analyzing deterministic control systems, is also useful in studying the decomposition of stochastic systems. A relationship between the decompositions of the Ito stochastic system and its associated deterministic control system is determined. Examples are given.

Keywords

Differential Equation Dynamic System Control System Coordinate System Mechanical Engineer 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© MAIK “Nauka/Interperiodica” 2001

Authors and Affiliations

  • M. E. Shaikin
    • 1
  • V. I. Shin
    • 2
  1. 1.Trapeznikov Institute of Control SciencesRussian Academy of SciencesMoscowRussia
  2. 2.Institute of Informatics ProblemsRussian Academy of SciencesMoscowRussia

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