"JOURNAL OF RADIO ELECTRONICS"  N 1, 2013

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New Methods of Poisson Impulses Analysis in Radio Engineering Problems

T. A. Averina1, K. A. Rybakov2

Institute of Computational Mathematics and Mathematical Geophysics SB RAS

 Moscow Aviation Institute (National Research University)

Received January 22, 2013

 

Abstract: The article deals with the stochastic systems with impulses generated by Poisson flow of events and lead to discontinuities of the system trajectories. We solve the problem of finding the probability density function for the system state. The solution is based on using the statistical simulation method and spectral form of mathematical description for control systems.

Keywords: analysis, impulse signals, Kolmogorov–Feller equation, Poisson flow of events, Poisson process, spectral method, statistical simulation method, stochastic system.