Title :
Performance analysis of continuous, sampled, and multirate-sampled systems with random inputs
Author :
Brogan, William L.
Author_Institution :
Aerospace Corporation, Los Angeles, CA, USA
fDate :
10/1/1967 12:00:00 AM
Abstract :
The method of adjoint simulation has been widely applied to the analysis of continuous systems, using analog computers. This paper shows how the adjoint technique can be used for discrete, continuous-discrete, and multirate-discrete systems on digital computers.
Keywords :
Linear systems, stochastic; Stochastic systems, linear; Analytical models; Automatic control; Computational modeling; Continuous time systems; Decision theory; Parameter estimation; Performance analysis; Time varying systems; Transfer functions; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1967.1098690
