Accession Number:

AD0705072

Title:

IDENTIFICATION OF THE INPUT DISTRIBUTION MATRIX FOR LINEAR DYNAMIC SYSTEMS OPERATING IN A STOCHASTIC ENVIRONMENT.

Descriptive Note:

Master's thesis,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s):

Report Date:

1969-06-01

Pagination or Media Count:

39.0

Abstract:

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

Subject Categories:

  • Statistics and Probability
  • Test Facilities, Equipment and Methods

Distribution Statement:

APPROVED FOR PUBLIC RELEASE