MODELLING VIA BLOCK RANDOM FEEDBACK SYSTEMS

Abstract

The paper deals with the simulation on the n variable random system developed from the well-known second order feedback system. The investigated system can be transformed into an n dimensional linear differential equation of the form \dot ξ _n+1 =A_n+1 ξ _n+1 +Bu, having a system matrix A_n+1 of random entries of dispersion sigma . The main idea is that every participant is acting on the others by the rule of second order feedback. It was proved that if c>σ \sqrt n the system is (a.s.) stable, where the c>0 constant measures the ``headstrongness´´ of the participants. The simulation results show the effect of σ on stability.