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

Access to Document

10.1109/TAC.1980.1102250

Cite this

@article{253cb19aa87543d2982c9c9e094b70f9,

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.",

author = "Anderson, \{Brian D.O.\}",

year = "1980",

month = feb,

doi = "10.1109/TAC.1980.1102250",

language = "English",

volume = "25",

pages = "119--120",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "1",

}

TY - JOUR

T1 - Comrade Matrix and Systems Excited by Colored Noise

AU - Anderson, Brian D.O.

PY - 1980/2

Y1 - 1980/2

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0018985716

U2 - 10.1109/TAC.1980.1102250

DO - 10.1109/TAC.1980.1102250

M3 - Article

AN - SCOPUS:0018985716

SN - 0018-9286

VL - 25

SP - 119

EP - 120

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 1

ER -

Comrade Matrix and Systems Excited by Colored Noise

Abstract

Access to Document

Other files and links

Fingerprint

Cite this