By Topic

An Optimization Theory for Time-Varying Linear Systems with Nonstationary Statistical Inputs

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Booton, R.C. ; Dynamic Analysis and Control Laboratory, Massachusetts Institute of Technology, Cambridge, Mass.

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.

Published in:

Proceedings of the IRE  (Volume:40 ,  Issue: 8 )