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title:(Noise AND in AND Dynamic AND Systems)

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1 Book

Noise in Dynamic Systems

Lecture notes on noise for the course 50310, Linear Control Design 2

Year: 1999

Language: English

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2 Book chapter

Noise in Dynamic Systems

Hendricks, Elbert; Jannerup, Ole; Sørensen, Paul Haase

Linear Systems Control — 2008, pp. 351-429

which is a compact way to express how white noise propagates through linear dynamic systems. Both continuous time and discrete time versions of this equation are given.

Year: 2008

Language: English

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