V.I. Esipenko, V.V. Smirnov

Many-dimensional (arbitrary dimensionality) probability distribution density receiving for linear continuous controlling system output is considered. Solution is found using successive approximation method of Volterra second-genus equation by the direct statistical analysis. Expression for arbitrary approximation of many-dimensional output random process is obtained. Impulse response is not needed for finite expression. The program product was developed for one- or two- dimensional probability distribution computing for parametric control system. Research verification was performed for continuous 1st-order linear tracing system for input signals with various random process distributions (Gauss, Rayleigh, Rice). Result shows good convergence of output value series (assembly average, dispersion, etc). With raising the approximation order all result values converge to theoretically calculated ones.