Hidden state variables and AR-MA formulation of reactor noise.

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概要

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• Coupled Markovian Langevin equations in the conventional reactor noise theory are cast into a time series model with the aid of contraction of information, coarse graining in time, and the concept of innovation. This makes it possible to physically interpret time series data and to apply them to reactor diagnosis. An evolution equation for the variance of the innovation is found and discussed in connection with the Riccati equation used in prediction theory. The relation with the Markovian representation well-known in control theory is also discussed. A simple example is treated to demonstrate that the time series model has less information than Langevin equations.

• 一般社団法人 日本原子力学会の論文

著者

• Kishida Kuniharu

  Department Of Applied Mathematics Faculty Of Engineering Gifu University

• KISHIDA Kuniharu

  Department of Applied Mathematics, Faculty of Engineering, Gifu University

• SASAKAWA Hiroshi

  Department of Nuclear Engineering, Faculty of Engineering, Osaka University

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• Hidden state-variables and a non-Markoffian formulation of reactor noise.
• Irreversible circulation of fluctuation in reactor noise.
• Hidden state variables and AR-MA formulation of reactor noise.
• Reactor Noise Theory based on System Size Expansion

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