Correlation characteristics of a linear system with a retarded noise (Q1387081)
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English | Correlation characteristics of a linear system with a retarded noise |
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Correlation characteristics of a linear system with a retarded noise (English)
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2 June 1998
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The author considers a linear stochastic system driven by white noise and time-delayed white noise. He derives the correlation structure and gives an application to aircraft navigation.
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delayed white noise
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linear stochastic system
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correlation
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aircraft navigation
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