Title :
A note on the representation of white noise in continuous dynamical systems
Author :
Curtain, Ruth F.
Author_Institution :
University of Warwick, Coventry, Warwickshire, England
fDate :
10/1/1973 12:00:00 AM
Abstract :
A discussion of generalizations of white-noise inputs in continuous dynamical systems in finite and infinite dimensions is given.
Keywords :
Linear systems, stochastic continuous-time; Control systems; Control theory; Covariance matrix; Integral equations; Maximum likelihood estimation; Parameter estimation; Stochastic processes; Stochastic resonance; Stochastic systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100399
