On the solution of the covariance matrix differential equation for singular systems

DOI10.1080/00207169808804700zbMath0907.34006OpenAlexW2159755572WikidataQ115311041 ScholiaQ115311041MaRDI QIDQ3838268

Masoud Shafiee, Mohsen Razzaghi

Publication date: 7 February 1999

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169808804700

zbMATH Keywords

singular systemsstochastic input

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05)

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Cites Work

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• Analysis of nonlinear singular systems via stws method