Approximate technique for calculating average time until a given high level is first crossed by a Gaussian random process
The problem of calculating the average time until a given high threshold level is first crossed by a Gaussian random process is considered. A technique for approximate estimation of this time for both nondifferentiable and differentiable Gaussian random processes is proposed; this technique can be u...
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Veröffentlicht in: | Journal of computer & systems sciences international 2008-12, Vol.47 (6), p.851-860 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | The problem of calculating the average time until a given high threshold level is first crossed by a Gaussian random process is considered. A technique for approximate estimation of this time for both nondifferentiable and differentiable Gaussian random processes is proposed; this technique can be used to solve some problems of flight dynamics in the conditions of atmospheric turbulence. The calculation results are compared with asymptotic estimates. |
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ISSN: | 1064-2307 1555-6530 |
DOI: | 10.1134/S1064230708060026 |