Formation of non-Gaussian random processes, signals and interference, on the basis of stochastic differential equations
Reviewed and analyzed issues associated with the formation of naguszewski random processes using stochastic differential equations. Algorithms of formation of scalar, vector and n -connected continuous Markov non-Gaussian sequences are considered. Forming filters with parametric noise and with disturbing influences, which are not Gaussian processes, are analyzed. The analysis of formation of non-Gaussian sequences by means of Poisson process and stochastic filters is carried out.