The description of coloured noise in dynamical systems

R. W. Newcomb; B. D.O. Anderson

doi:10.1080/00207176608921380

The description of coloured noise in dynamical systems

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

Abstract

The paper considers the description via covtariance matrices of noise which can appear at measurement points of lumped physical systems, themselves excited by sources of white gaussian noise, with the possibility of direct input to output coupling allowed. The relevance is examined of the assumptions made in modelling the problem, and necessary and sufficient conditions are presented which mathematically characterize the covariance matrix of the measured noise.

Original language	English
Pages (from-to)	221-227
Number of pages	7
Journal	International Journal of Control
Volume	3
Issue number	3
DOIs	https://doi.org/10.1080/00207176608921380
Publication status	Published - Mar 1966
Externally published	Yes

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10.1080/00207176608921380

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The description of coloured noise in dynamical systems

Abstract

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