IDENTIFICATION OF THE INPUT DISTRIBUTION MATRIX FOR LINEAR DYNAMIC SYSTEMS OPERATING IN A STOCHASTIC ENVIRONMENT.
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An algorithm for the identification of the input distribution matrix of a linear, stationary system operating in a stochastic environment is derived. The identification is accomplished by defining a set of autocorrelation functions for a noise element composed of a linear combination of the input distribution matrix elements and the random excitations of the system. Another possible identification method employing a Kalman filter is discussed and the problems associated with its derivation are presented. Results of computer simulations for both methods are included. Author
- Statistics and Probability
- Test Facilities, Equipment and Methods