A system theoretic representation of mechanical systems. II. Stochastic interpretation

DOI10.1063/1.523623zbMath0437.70013OpenAlexW2081392766MaRDI QIDQ3878782

D. K. Saraswati, H. Primas

Publication date: 1978

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.523623

zbMATH Keywords

stochastic processesLiouville equationtransfer function matrixprojection operatorLiouville spacestationary linear dynamical systemsLiouvillianmathematical system theorylinear times invariant input output system

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) General theory of ordinary differential operators (47E05) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) General models, approaches, and methods in mechanics of particles and systems (70G99)

Cites Work

• On the structure of purely non-deterministic stochastic processes
• On the theory of stationary random processes
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• A system theoretic representation of mechanical systems. I. Decomposition of a mechanical system into a hierarchy of orthogonal stationary linear dynamical systems
• A view of three decades of linear filtering theory