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

页码：337 / 343

页数：7

共 50 条

[21] Approximate Solution of One Singular Integro-Differential Equation
Meleshko, I. N.
Lasyi, P. G.
RUSSIAN MATHEMATICS, 2011, 55 (05) : 28 - 34
[22] Solution of Fractional Differential Equation Systems and Computation of Matrix Mittag-Leffler Functions
Duan, Junsheng
Chen, Lian
SYMMETRY-BASEL, 2018, 10 (10):
[23] THE REDUCED-ORDER SOLUTION OF THE MATRIX DIFFERENTIAL RICCATI EQUATION OF WEAKLY COUPLED SYSTEMS
SU, WC
GAJIC, Z
IEEE INTERNATIONAL CONFERENCE ON SYSTEMS ENGINEERING ///, 1989, : 443 - 446
[24] Singular solutions of a singular differential equation
Kusano, T
Naito, M
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2000, 5 (05) : 487 - 496
[25] PERIODIC SOLUTION OF SINGULAR DIFFERENTIAL SYSTEMS WITH DELAYED ARGUMENTS
CERNEAU, S
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1969, 269 (17): : 770 - &
[26] General Solution and Observability of Singular Differential Systems with Delay
Wei, Jiang
ABSTRACT AND APPLIED ANALYSIS, 2013,
[27] COMPUTATIONAL SOLUTION FOR A MATRIX RICCATI DIFFERENTIAL-EQUATION
RAZZAGHI, M
NUMERISCHE MATHEMATIK, 1979, 32 (03) : 271 - 279
[28] A representation of a periodic solution of a linear matrix differential equation
Danilovich, LA
Laptinskii, VN
DIFFERENTIAL EQUATIONS, 2000, 36 (02) : 313 - 315
[29] NEW ESTIMATES FOR THE SOLUTION OF THE LYAPUNOV MATRIX DIFFERENTIAL EQUATION
Zhang, Juan
Liu, Jianzhou
ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 2010, 20 : 6 - 19
[30] A representation of a periodic solution of a linear matrix differential equation
L. A. Danilovich
V. N. Laptinskii
Differential Equations, 2000, 36 : 313 - 315

← 1 2 3 4 5 →