Question: What is a stochastic system?
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| Chapter(s) | System Modeling |
|---|---|
| Author(s) | Tim Chung |
| Date | 2002/10/07 |
The word "stochastic" means "pertaining to chance" (Greek roots), and is thus used to describe subjects that contain some element of random or stochastic behavior. For a system to be stochastic, one or more parts of the system has randomness associated with it. Unlike a deterministic system, for example, a stochastic system does not always produce the same output for a given input. A few components of systems that can be stochastic in nature include stochastic inputs, random time-delays, noisy (modelled as random) disturbances, and even stochastic dynamic processes.