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  • 标题:Consensus on the Itô vs Stratonovich dilemma revisited
  • 本地全文:下载
  • 作者:Sandhya Rathore ; Shambhu N Sharma
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2018
  • 卷号:51
  • 期号:1
  • 页码:719-724
  • DOI:10.1016/j.ifacol.2018.05.121
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThere goes a famous quote saying “Computers are Itô and circuits are Stratonovich.” Much has been discussed in the past about the modeling of white noise process in the stochastic calculus in Itô and Stochastic framework as each of the representation has advantage and disadvantage to its attribute. The consensus on Itô and Stratonovich dilemma is revisited in this paper in multiplicative noise perspective. Here, we consider a stochastically perturbed power converter as a case study to carry out bilinear-estimation in both the Itô and Stratonovich sense and confirm the consensus
  • 关键词:KeywordsStochastic processesItôStratonovich dilemmabilinear estimations
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