Comrade Matrix and Systems Excited by Colored Noise

Brian D.O. Anderson

doi:10.1109/TAC.1980.1102250

Comrade Matrix and Systems Excited by Colored Noise

Brian D.O. Anderson^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

Stable linear systems described by state variable equations are considered where the input process is stationary and, in general, nonwhite. We show that there exists a natural coordinate basis for the system, the main properties for which imply that the state covariance.

Original language	English
Pages (from-to)	119-120
Number of pages	2
Journal	IEEE Transactions on Automatic Control
Volume	25
Issue number	1
DOIs	https://doi.org/10.1109/TAC.1980.1102250
Publication status	Published - Feb 1980
Externally published	Yes

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10.1109/TAC.1980.1102250

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title = "Comrade Matrix and Systems Excited by Colored Noise",

abstract = "Stable linear systems described by state variable equations are considered where the input process is stationary and, in general, nonwhite. We show that there exists a natural coordinate basis for the system, the main properties for which imply that the state covariance.",

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Comrade Matrix and Systems Excited by Colored Noise

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