Stochastic analysis of systems described by the Roesser model

The Roesser state-space model for multidimensional systems, when Gaussian noise is added in their input and in their output, is considered in this work. The mean value and the covariance of the state-space vector as well as of the scalar output are evaluated.

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Bibliographic Details
Published in:Journal of the Franklin Institute 1993-07, Vol.330 (4), p.767-773
Main Authors: Mastorakis, N.E., Theodorou, N.J.
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control system analysis
Control theory. Systems
Exact sciences and technology
Citations: Items that this one cites
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Description
Summary:The Roesser state-space model for multidimensional systems, when Gaussian noise is added in their input and in their output, is considered in this work. The mean value and the covariance of the state-space vector as well as of the scalar output are evaluated.
ISSN:0016-0032
1879-2693
DOI:10.1016/0016-0032(93)90053-W