The second order stochastic Runge Kutta algorithm for systems driven by a single additive noise is generalized, which makes it more suitable for complex situation.
推广了单噪声驱动系统的二阶随机龙格库塔数值模拟算法,使之适用于关联白噪声和色噪声共同驱动的系统这一更为复杂的情况。
In the algorithm test, Runge-Kutta method and the Picard approximation method were used to make the solution for the matrix equation of the profile calculation, and I evaluated the data obtained.
在算法测试中,采用四阶龙格库塔法和毕卡逼近法分别对姿态矩阵方程进行了解算,并对得到的数据进行测试和评估。
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