STOCHASTIC-SYSTEMS WITH SMALL NOISE, ANALYSIS AND SIMULATION - A PHASE LOCKED LOOP EXAMPLE

被引：20

作者：

DUPUIS, P

KUSHNER, HJ

机构：

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1987年 / 47卷 / 03期

关键词：

D O I：

10.1137/0147043

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：643 / 661

页数：19

共 23 条

[1]

[Anonymous], 1984, RANDOM PERTURBATIONS

[2] STABILITY AND CONTROL OF STOCHASTIC-SYSTEMS WITH WIDEBAND NOISE DISTURBANCES .1. [J].

BLANKENSHIP, G ;

PAPANICOLAOU, GC .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1978, 34 (03) :437-476

[3] A SINGULAR PERTURBATION METHOD FOR THE COMPUTATION OF THE MEAN 1ST PASSAGE TIME IN A NON-LINEAR FILTER [J].

BOBROVSKY, BZ ;

SCHUSS, Z .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1982, 42 (01) :174-187

[4] THERMAL-ACTIVATION IN EXTREMELY UNDERDAMPED JOSEPHSON-JUNCTION CIRCUITS [J].

BUTTIKER, M ;

HARRIS, EP ;

LANDAUER, R .

PHYSICAL REVIEW B, 1983, 28 (03) :1268-1275

[5] LARGE DEVIATIONS AND RARE EVENTS IN THE STUDY OF STOCHASTIC ALGORITHMS [J].

COTTRELL, M ;

FORT, JC ;

MALGOUYRES, G .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (09) :907-920

[6] LARGE DEVIATIONS ESTIMATES FOR SYSTEMS WITH SMALL NOISE EFFECTS, AND APPLICATIONS TO STOCHASTIC-SYSTEMS THEORY [J].

DUPUIS, P ;

KUSHNER, HJ .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1986, 24 (05) :979-1008

[7]

Fleming W.H., 1975, DETERMINISTIC STOCHA

[8]

FLEMING WH, 1981, SIAM J CONTROL OPTIM, V9, P473

[9]

Freidlin MI., 1978, RUSS MATH SURV, V33, P117, DOI DOI 10.1070/RM1978V033N05ABEH002516

[10]

Gardner F. M., 1979, PHASELOCK TECHNIQUES, V2nd

← 1 2 3 →