Spectral analysis of stochastically sampled dynamic systems

DOI10.1007/PL00009878MaRDI QIDQ5936219zbMATH OpenOpenAlexFDO

Authors Reinder Banning, Willem L. De Koning

Publication date 19 August 2002

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/pl00009878

zbMATH Keywords

discrete observationsextended stationary Langevin modelGaussian processsampled modelsspectral density

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Gaussian processes (60G15) Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

Recommendations

• Spectral Analysis of Non-Stationary Time Series
• scientific article; zbMATH DE number 3888720
• Spectral density estimation from random sampling for multiplicative stationary processes
• Spectral estimation of continuous-time stationary processes from random sampling
• scientific article; zbMATH DE number 7318961

Cited in

(7)

• Spectral decomposition of contracting probabilistic dynamical systems
• Approximate models for continuous-time linear systems with sampling jitter
• scientific article; zbMATH DE number 739047 (Why is no real title available?)
• scientific article; zbMATH DE number 6961037 (Why is no real title available?)
• scientific article; zbMATH DE number 7318961 (Why is no real title available?)
• scientific article; zbMATH DE number 4182512 (Why is no real title available?)
• Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise

This page was built for publication: Spectral analysis of stochastically sampled dynamic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5936219)