On the solution of the covariance matrix differential equation for singular systems

被引：7
|
作者：
Shafiee, M [1 ]
Razzaghi, M
机构：
[1] Amirkabir Univ, Dept Elect Engn, Tehran, Iran
[2] Mississippi State Univ, Dept Math & Stat, Mississippi State, MS 39762 USA
[3] Amirkabir Univ, Dept Math, Tehran, Iran
来源：
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 1998年 / 68卷 / 3-4期
关键词：
solution; covariance matrix; singular systems;
D O I：
10.1080/00207169808804700
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
State space formulation for singular linear stationary random inputs are presented. A covariance matrix differential equation is derived and a new technique for solving this equation using Kronecker product is included. An example is provided to illustrate the applicability of the proposed method.
引用
收藏
页码：337 / 343
页数：7
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