Synthesis of Itô equations for a shaping filter with a given spectrum

DOI10.1134/s000511792470005xMaRDI QIDQ6643449

Mikhail Mikhaĭlovich Khrustalev, D. S. Rumyantsev

Publication date: 26 November 2024

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

transfer functionspectral densityItô's stochastic differential equationshaping filterDryden wind turbulence modelrandom disturbance generator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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