Modeling a particular class of multiple-input/multiple-output black boxes with stochastic integral equations and identifying the required parameters

Abstract

A method is given for obtaining a mathematical model of a class of black boxes having multiple inputs and multiple outputs in terms of Ito stochastic integral equations. This method is applicable to the class of black boxes having ergodic correlation functions when there is zero applied input. The point of view adopted in this paper is phenomenological in that it is desired that calculations made using the mathematical model should be close to what is actually observed at the output of the black box. How close is defined in the problem statement.