Deterministic and Stochastic Response of Linear Time Variable Systems

The solution of the equations which describe a linear system and its variable parameters is usually difficult enough to warrant the use of a computer. This paper discusses and illustrates the use of analog computers in obtaining deterministic and stochastic responses of single or multiple input-output, time-variable systems. Stochastic response is emphasized with attention focused on the output or response, auto and cross-correlations. The response correlation matrix R
zz
(t
1
,t
2
) which is evaluated from the adjoint system is also considered in terms of the general problem of random-initial values and random-forcing functions.