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New Methods of Erlang Impulses Analysis in Radio Engineering Problems


T. A. Averina1,2, K. A. Rybakov3

Institute of Computational Mathematics and Mathematical Geophysics SB RAS

Novosibirsk State University

 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.