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An Approximate Analysis of Transient Response, Moments, and Power Spectrum for Nonlinear Feedback Control over the Internet
Hideki SATOH
Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Vol.E87A
No.9
pp.23312338 Publication Date: 2004/09/01
Online ISSN:
DOI:
Print ISSN: 09168508 Type of Manuscript: Special Section PAPER (Special Section on Nonlinear Theory and its Applications) Category: Keyword: linearize, approximation, nonlinear, Internet, MMA,
Full Text: PDF(306.3KB)>>
Summary:
Moment matrix analysis (MMA) that can derive statistical properties of nonlinear equations is presented in this paper. First, nonlinear stochastic differential, or difference, equations are approximately expressed by simultaneous linear equations of moments defined at discrete events. Next, by eliminating higher order moments, the simultaneous linear equations are reduced to a linear vector equation of their coefficient matrix and a moment vector comprised of the moments of the system state. By computing the eigenvectors and eigenvalues of the coefficient matrix, we can analyze the moments, transient response, and spectrum of the system state. The behavior of Internet traffic was evaluated by using MMA and computer simulation, and it is shown that MMA is effective for evaluating simultaneous nonlinear stochastic differential equations.

