Stochastic simulation approach for nonlinear systems with uncertain input signals
The present article is dealing with nonlinear engineering systems, operating under probabilistic uncertainty of the input signals and internal parameters. Numerical statistical experiments in the course of simulating such systems involve excessive overhead costs, levelling of which allows one to increase significantly the precision of estimates of the system simulated characteristics. The results presented in the paper can be used in solving problems of applied physics, as well as in the analysis and synthesis of control systems. In particular, they can be used for planning and organizing numerical study with limited computing resources, or in case of excessive duration of a statistical experiment.
CYBERNETICS AND PHYSICS, Vol. 7, No. 4. 2018, 182-187. https://doi.org/10.35470/2226-4116-2018-7-4-182-187