Login / Signup

A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise.

Meng-Ze LyuJianbing ChenAntonina Pirrotta
Published in: Commun. Nonlinear Sci. Numer. Simul. (2020)
Keyphrases
  • dynamical systems
  • white noise
  • markov processes
  • probabilistic model
  • edge detection
  • probability distribution
  • markov chain
  • non stationary
  • optimization method
  • gaussian distribution