New Methods of Poisson Impulses Analysis in Radio Engineering Problems
T. A.
Averina1, K. A. Rybakov2
1 Institute
of Computational Mathematics and Mathematical Geophysics SB RAS
2 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.