论福克-普朗克方法在电信中的适用性

L. Popken
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引用次数: 3

摘要

在电信领域,对福克-普朗克方法的适用性有不同的看法。一组研究人员和工程师将F-P方程应用于过程,根据它们的概率密度函数(PDF)可以被认为是马尔可夫过程的一个子集,即(近似)连续马尔可夫过程。另一组研究人员和工程师将F-P方程应用于物理过程,而不考虑驱动系统的(噪声)过程的振幅分布,只要这个驱动过程的带宽比系统带宽宽得多。笔者着重从相关同步文献中观察到的两种观点的不相容。考虑了一些例子,特别是同步系统,并将潜在的严重差异可视化,因为它们一方面可能发生在实际系统性能之间,另一方面可能发生在不合理应用F-P方法的分析结果之间。
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On the applicability of the Fokker-Planck method in telecommunications
In the telecommunications area there are different opinions on the applicability of the Fokker-Planck (F-P) method. One group of researchers and engineers applies the F-P equation to processes which in terms of their probability density function (PDF) may be considered as a subset of the Markov processes, i.e. as (approximately) continuous Markov processes. Another group of researchers and engineers applies the F-P equation to physical processes irrespective of the amplitude distribution of the (noise) process which drives the system, as long as this driving process is of bandwidth considerably wider than the system bandwidth. The author focusses on the incompatibility of the two opinions which can be observed in the relevant synchronization literature. Examples, in particular synchronization systems, are considered and the potentially severe discrepancies are visualized as they can occur between actual system performances on one hand and analytical results from an unjustified application of the F-P method on the other hand.<>
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