Title :
Computation of the mean-square response of a stationary time-discrete system
Author_Institution :
University of Hawaii, Honolulu, HI, USA
fDate :
6/1/1971 12:00:00 AM
Abstract :
A machine computational procedure for evaluating the mean-square response of an uncorrelated sequence excited stationary time-discrete system is presented.
Keywords :
Approximation methods; Linear systems, stochastic discrete-time; Control system synthesis; Controllability; Observability; Signal synthesis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099718