New results on stochastic systems excited by white noise powers

DOI10.1080/00207728908910123zbMath0667.93095OpenAlexW1980149584MaRDI QIDQ3820511

Guy Jumaric

Publication date: 1989

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728908910123

zbMATH Keywords

probability densitycentral limit theoremrandom effectsscalar stochastic systemwhite noise powers

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Stochastic processes and filtering theory
• On some problems related to linear systems subject to squared white noises
• Linear Quadratic Optimal Stochastic Control with Random Coefficients
• A new family of life distributions
• Optimal Stationary Control of a Linear System with State-Dependent Noise

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