Title :
An Optimization Theory for Time-Varying Linear Systems with Nonstationary Statistical Inputs
Author :
Booton, Richard C., Jr.
Author_Institution :
Dynamic Analysis and Control Laboratory, Massachusetts Institute of Technology, Cambridge, Mass.
Abstract :
The mean-square optimization problem is stated for time-varying systems with nonstationary statistical input functions. Correlation functions are defined for nonstationary ensembles. The mean-square error is calculated in terms of these correlation functions. The integral equation defining the optimum system is determined by minimization of the mean-square error.
Keywords :
Control system analysis; Error correction; Integral equations; Linear systems; Servomechanisms; Statistical analysis; Time series analysis; Time varying systems; Transient analysis; Weight control;
Journal_Title :
Proceedings of the IRE
DOI :
10.1109/JRPROC.1952.274135
