Skip to Main Content
Probabilistic Models for Dynamical Systems, 2nd Edition
book

Probabilistic Models for Dynamical Systems, 2nd Edition

by Haym Benaroya, Seon Mi Han, Mark Nagurka
May 2013
Intermediate to advanced content levelIntermediate to advanced
764 pages
6h 43m
English
CRC Press
Content preview from Probabilistic Models for Dynamical Systems, 2nd Edition
Method 1: Using random numbers from the Standard Uniform Table 4.2.
Each value of p
i
is used as the entry point into the standard normal table to find the corresponding
approximate value of s
i
. Once s
i
is found, the realizations of L can be obtained by using the relation
L
i
= µ
L
i
+ σ
L
i
s
i
. The values are tabulated next.
Sample Realizations of L
p
i
s
i
L
i
= µ
L
i
+ σ
L
i
s
i
0.32111 0.67 24.933
0.31008 0.65 24.935
0.14649 1.11 24.889
0.7925 0.73 25.073
0.99164 2.11 25.211
0.62948 3.01 25.301
0.55292 0.11 25.011
0.8825 1.11 25.111
0.70974 0.44 25.044
0.12102 1.21 24.879
Once both R
i
and L
i
are found, the realizations of mean and variance are found using
V
i
= R
i
2500L
i
lb,
M
i
=
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Adaptive Learning Methods for Nonlinear System Modeling

Adaptive Learning Methods for Nonlinear System Modeling

Danilo Comminiello, Jose C. Principe
Mathematical Methods in Dynamical Systems

Mathematical Methods in Dynamical Systems

S. Chakraverty, Subrat Kumar Jena

Publisher Resources

ISBN: 9781439849897