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Correlation characteristics of a linear system with a retarded noise (Q1387081)

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scientific article; zbMATH DE number 1158069
Language Label Description Also known as
English
Correlation characteristics of a linear system with a retarded noise
scientific article; zbMATH DE number 1158069

    Statements

    title
    Correlation characteristics of a linear system with a retarded noise (English)
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    author
    Yu. A. Kochetkov
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    publication date
    2 June 1998
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    review text
    The author considers a linear stochastic system driven by white noise and time-delayed white noise. He derives the correlation structure and gives an application to aircraft navigation.
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    zbMATH Keywords
    delayed white noise
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    linear stochastic system
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    correlation
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    aircraft navigation
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    reviewed by
    Albrecht Irle
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    Identifiers

    Mathematics Subject Classification ID
    93C05
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    93E03
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    93C99
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    34K50
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    zbMATH DE Number
    1158069
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