New
Methods of Erlang Impulses Analysis in Radio Engineering Problems
T. A.
Averina1,2, K. A. Rybakov3
1 Institute
of Computational Mathematics and Mathematical Geophysics SB RAS
2 Novosibirsk
State University
3 Moscow
Aviation Institute (National Research University)
The paper is received on November 10, 2014
Abstract: The article deals with the stochastic systems with
impulses generated by Erlang 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.
Key words: analysis, Erlang flow of events, Erlang process, generalized
Fokker–Planck–Kolmogorov equations, impulse signals, spectral method,
statistical simulation
method, stochastic system.