The description of coloured noise in dynamical systems

dc.contributor.authorNewcomb, R. W.en
dc.contributor.authorAnderson, B. D.O.en
dc.date.accessioned2026-01-02T20:41:26Z
dc.date.available2026-01-02T20:41:26Z
dc.date.issued1966en
dc.description.abstractThe 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.en
dc.description.statusPeer-revieweden
dc.format.extent7en
dc.identifier.issn0020-7179en
dc.identifier.otherORCID:/0000-0002-1493-4774/work/174739815en
dc.identifier.scopus84945591526en
dc.identifier.urihttps://hdl.handle.net/1885/733802975
dc.language.isoenen
dc.sourceInternational Journal of Controlen
dc.titleThe description of coloured noise in dynamical systemsen
dc.typeJournal articleen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage227en
local.bibliographicCitation.startpage221en
local.contributor.affiliationNewcomb, R. W.; Stanford Universityen
local.contributor.affiliationAnderson, B. D.O.; Stanford Universityen
local.identifier.citationvolume3en
local.identifier.doi10.1080/00207176608921380en
local.identifier.pure8d1630bc-6bec-4769-8cd2-eaaed6b4b654en
local.identifier.urlhttps://www.scopus.com/pages/publications/84945591526en
local.type.statusPublisheden

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