Collect. Czech. Chem. Commun. 1979, 44, 328-339
https://doi.org/10.1135/cccc19790328

Simplified analysis of a stochastic system

Vladimír Herles

Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, 182 08 Prague 8

Abstract

Contradictious results published by different authors about the dynamics of systems with random parameters have been examined. Statistical analysis of the simple 1st order system proves that the random parameter can cause a systematic difference in the dynamic behavior that cannot be (in general) described by the usual constant-parameter model with the additive noise at the output.