Information closure method for dynamic analysis of nonlinear stochastic systems

Ren-Jung Chang, S. J. Lin

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)

摘要

An information closure method for analytical investigation of response statistics and robust stability of nonlinear stochastic dynamic systems is proposed. Entropy modes are defined first based on the decomposition of probability density functions estimated by maximizing entropy in quasi-stationary. Then the entropy modes are selected and employed in the moment equations as the constraints for information closure. The estimated density with Lagrange multipliers is used for the closure of the hierarchical moment equations. By selecting single independent mode in every state, an explicit analysis of the entropy and density function can be obtained. The performance of the closure method is supported by employing three stochastic systems with some stationary exact solutions and through Monte Carlo simulations.

原文English
頁(從 - 到)353-363
頁數11
期刊Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME
124
發行號3
DOIs
出版狀態Published - 2002 九月 1

All Science Journal Classification (ASJC) codes

  • 控制與系統工程
  • 資訊系統
  • 儀器
  • 機械工業
  • 電腦科學應用

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