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- W2914587400 abstract "Stochastic linearization is a useful method to analyze a class of nonlinear stochastic dynamical systems. An important feature is that it does not require Monte Carlo simulation, which is advantageous especially for dynamics whose extremal outliers are not negligible. However, the resulting accuracy has so far been examined only by numerical experiments, which is usually comparison with Monte Carlo simulation with sufficiently large sample size. In view of this, we derive novel error bounds for stochastic linearization of feedback systems in this paper. The practical usefulness is examined through a numerical example." @default.
- W2914587400 created "2019-02-21" @default.
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- W2914587400 date "2018-12-01" @default.
- W2914587400 modified "2023-09-23" @default.
- W2914587400 title "Theoretical Error Bounds for Stochastic Linearization of Feedback Systems" @default.
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- W2914587400 doi "https://doi.org/10.1109/cdc.2018.8619319" @default.
- W2914587400 hasPublicationYear "2018" @default.
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