Abstract
We prove the theorem of moment functions of higher frequency output process chasoinvariantnoyi nonlinear system, provided that the input is valid on its periodic white noise. Grounded statistical methods for evaluation of periodic functions torque output process nonlinear system.
Highlights
At development and creation of the informative dynamic systems often there are the tasks of their imitation design and analysis of signals, that take place in such systems
Possibility of decision of similar tasks relies on adequacy and efficiency of the use of mathematical models of the explored dynamic systems substantially
Similar tasks of analysis were examined for the cases, when the system is nonlinear, and an entrance casual process is stationary [1, 2], and when the dynamic system is linear, and its entrance process is stochastic periodic [3]
Summary
At development and creation of the informative dynamic systems often there are the tasks of their imitation design and analysis of signals, that take place in such systems. In addition in work [3] it is led to, that when the entrance process of the linear time-invariant system is a periodic white noise in the wide understanding, on the return of such system there will be the periodically correlated linear casual process, that is periodic within the framework of the first two moment functions. The given article extends results, that are got in work [6], by leading of assertion about T -periodic to initial higher moment functions of stochastic nonlinear to time-invariant functional Volterra in case of random of nonlinear at the same condition, when on the entrance of the nonlinear dynamic system operates a T -periodic white noise
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