Title :
Stationarity and reciprocity in stochastic multipoint boundary value systems
Author :
Chen, Jie ; Weinert, Howard L.
Author_Institution :
Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA
fDate :
5/1/1994 12:00:00 AM
Abstract :
Investigates certain statistical properties of the state vector in a stochastic multipoint boundary value system. The authors give necessary and sufficient conditions for the state vector to be stationary, and prove that the state vector is locally reciprocal
Keywords :
boundary-value problems; matrix algebra; random noise; statistical analysis; stochastic systems; necessary and sufficient conditions; reciprocity; state vector; stationarity; statistical properties; stochastic multipoint boundary value systems; Bridges; Covariance matrix; Flexible structures; Green´s function methods; Smoothing methods; Stochastic systems; Testing; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
