Equivalent deterministic inputs for random processes

DOI10.2514/3.19881MaRDI QIDQ3741544zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.19881

zbMATH Keywords

correlationslinear time-invariant multivariable systemstationary random inputstime-invariant

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Stochastic systems in control theory (general) (93E03)

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(7)

• The variance matrix of a multivariate random process of a stochastic differential system
• System response to partially known input
• An equivalence between deterministic and probabilistic design criteria for linear systems
• Time-frequency initial value problems for random MIMO systems
• Analytical evaluation of structural response for stationary multicorrelated input
• scientific article; zbMATH DE number 4081022 (Why is no real title available?)
• The Green Function Method in the Problem of Random Signal Transformation by a Linear Dynamic System

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