DocumentCode
929071
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.
Volume
40
Issue
8
fYear
1952
Firstpage
977
Lastpage
981
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;
fLanguage
English
Journal_Title
Proceedings of the IRE
Publisher
ieee
ISSN
0096-8390
Type
jour
DOI
10.1109/JRPROC.1952.274135
Filename
4051092
Link To Document