Spectral Moments Calculation of Linear System Output

DOI10.1115/1.3167169zbMath0528.93061OpenAlexW1967858369MaRDI QIDQ3309574

P.-T. D. Spanos

Publication date: 1983

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3167169

zbMATH Keywords

spectral momentsstationary output

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Linear systems in control theory (93C05) Random vibrations in mechanics of particles and systems (70L05) Stochastic stability in control theory (93E15)

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