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Frequency-domain approach to the regulation of linear stochastic systems

✍ Scribed by H. Tong


Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
537 KB
Volume
10
Category
Article
ISSN
0005-1098

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✦ Synopsis


Approximation im Frequenzbereich bei der Regelung linearer stochastischer Systeme I/Icrlo.rlb3OBaHtle qaCTOTHI, IX o6stacTefi )I~ pery~mpoBaI-n~ JmHeftm,lx CTOXaCTnqecr, nx CrICTeM H. TONGt

A unification of methodology in the frequency-domain approach permits its use in the study of the regulation of linear time-invariant systems subject to non-stationary stochastic disturbances described by evolutionary spectral density functions.

Summary--This paper presents a unification of methodology in the frequency--domain approach to the regulation of linear stochastic time-invariant systems, in which the stochastic processes involved are not necessarily secondorder stationary. Various well-known techniques which are currently of interest to statisticians are shown to be special cases. By employing the powerful technique of evolutionary spectral analysis to update the "old" frequency--domain approach, this paper demonstrates that a workable frequency-domain approach can prove to be a reasonable alternative to the time-domain approach.


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