Wide Sense Stationary Solutions of Linear Systems with Additive Noise

DOI10.1137/0321024MaRDI QIDQ3666724zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, Volker Wihstutz

Publication date 1983

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0321024

zbMATH Keywords

hard solutionssoft solutionswide sense stationary processes

Mathematics Subject Classification ID

Spectrum, resolvent (47A10) Stationary stochastic processes (60G10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Cited in

(2)

• Characterization of stochastic processes which stabilize linear companion form systems.
• Theoretical and computational aspects of the stochastic boundary element method

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