Fundamental equations for the application of statistical techniques to feedback-control systems

The basic equations necessary for applying statistical techniques to the design of feedback-control systems are presented. The autocorrelation function of the output is computed by a transient technique which treats the input autocorrelation function as a transient input to the system. By transforming this procedure equations are developed for relating the spectral densities of the input and output, and a means of performing the computation on an analog computer is presented.