Pulse nonstationary processes generated by dynamic systems with random structure

Dynamic system with a random structure described by a set of the first-order stochastic differential equations (SDE) is used as a generating model of nonstationary pulse stochastic processes. Physically the system presents the combination of the so-called partial filters related to the isolated states of the considered process, switched by a Poissonian point process and excited by a vector delta-correlated stream of impulses with the randomly distributed energy. The filters’ outputs are components of the vector Markov continuous-jump process with statistics depending on the partial SDEs operators, intensity of switching process and distributions of the exciting impulses’ energies. The approach proposed was used as a simulation model of the Middleton “Class-A “generally non-Gaussian noise. The results demonstrate that the main features of statistical characteristics of the noise envelope are reproduced rather well with the help of a bistate system with random structure.