Derivation of the Moments of a Continuous Stochastic System

DOI10.1080/00207176708921745zbMath0189.46604MaRDI QIDQ5584300

I. G. Cumming

Publication date: 1967

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176708921745

zbMATH Keywords

control theory

Related Items

Moment equations of a stochastic system with two different random parameters, Optimal linear filtering for linear systems with state-dependent noise, Moment equations of a stochastic system with generalized Poisson parameters, Nonlinear Stochastic Differential Equations Containing Random Parameters with Small and Large Correlation Time, Technique for Finding the Moment Equations of a Nonlinear Stochastic System, Linear optimal stochastic control using instantaneous output feedback‡, Feedback control of stochastic systems with a generalized performance index†, On moment stabilities of weakly stochastic linear systems†, Optimal input design using generalized binary sequence, Bayesian discriminant approach to input signal selection in parameter estimation problems, Synthesis of linear stochastic signals in identification problems, Stochastic model of chemoattractant receptor dynamics in leukocyte chemosensory movement, On the approximate moment equations of a nonlinear stochastic differential equation, System identification. A survey, On identification of random systems, Approximate analysis of non-linear stochastic systems

Cites Work

• Unnamed Item
• A note on the differential equations of conditional probability density functions
• A New Representation for Stochastic Integrals and Equations
• Linear Systems with Stochastic Coefficients†