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Asymmetry of the response probability density of a system with parametric random noises
Náprstek, Jiří ; Fischer, Cyril
Recording of time variable processes is accompanied by various internal disturbing effects as a rule. They influence parameters of the measuring facility, transducer-device transmission, etc. These parasitic processes are usually of the random character and, consequently, they exercise as parametric noises. Moreover, the input signal mostly consists of a useful signal which can be taken as composed from deterministic and random additive part. Various combinations of these noises are the origin of random and also systematic measuring errors which can have under certain circumstances a cumulative character, deteriorate the output signal quality and can lead finally to the stochastic stability loss. These effects can be theoretically described using differential systems with stochastic coefficients and stochastic right hand side considering all input and output processes to be of the Markov type.

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