Experimental estimation of the accuracy in the statistical modeling of radio engineering systems
Abstract
Methods are considered for the experimental determination of the accuracy of statistical modeling for radio engineering systems that are described by stochastic differential equations. This investigation is prompted by the fact that theoretical results yield an estimate of the accuracy and of the rate of convergence of stochastic differential equation numerical methods which, in some cases, requires an unjustifiably large expenditure of computer time. A phaselock system is considered which may be described by a firstorder stochastic differential relation. It is found that the RungeKutta difference equation for the solution of stochastic differential equations has the highest rate of convergence and the smallest RMS error in the numerical solution.
 Publication:

Telecommunications and Radio Engineering Telecommunications
 Pub Date:
 August 1981
 Bibcode:
 1981TRET...36...89B