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- W1996944488 abstract "Abstract If a system has a set of random inputs which are Poisson impulse processes (shot noise), then the performance index of this system satisfies an integral partial-differential equation. The problem considered here is the solution of this equation. It is shown that this equation is equivalent to an integral equation which can be solved by the method of successive approximations. Since shot noise tends to a Gaussian process as the density increases, the results of this paper can be used to solve the Gaussian noise problem. In this context, regarding the optimal control problem for systems with Gaussian noise, the results of this paper can be used to apply the method of quasi-linearization to solve Bellman's functional equation, which is a nonlinear parabolic partial-differential equation." @default.
- W1996944488 created "2016-06-24" @default.
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- W1996944488 date "1972-05-01" @default.
- W1996944488 modified "2023-09-26" @default.
- W1996944488 title "Analysis of systems with shot noise" @default.
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- W1996944488 doi "https://doi.org/10.1016/0016-0032(72)90059-2" @default.
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