DocumentCode
813007
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
Volume
18
Issue
5
fYear
1973
fDate
10/1/1973 12:00:00 AM
Firstpage
548
Lastpage
549
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100399
Filename
1100399
Link To Document