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Analysis of a first order linear system with a white noise forcing function and white noise parameter fluctuations

Åström, Karl Johan LU (1962) In IBM Nordiska Laboratorier
Abstract
In TN 18.057 a nonlinear system with a white noise forcing function was analyzed. In this note we will study a first order linear system 'which has a white noise forcing function and white noise paramneter fluctuations. The results are derived from the Fokker-Planck equation. It is found that the boundaries are always natural which means that no boundary conditions can be applied.
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author
organization
publishing date
type
Book/Report
publication status
published
subject
in
IBM Nordiska Laboratorier
issue
TN 18.073
pages
19 pages
publisher
IBM Nordic Laboratory
language
English
LU publication?
yes
id
2cf06d68-7da3-41f9-a416-3bd69b76f956
date added to LUP
2018-12-09 13:03:00
date last changed
2019-01-02 16:21:17
@techreport{2cf06d68-7da3-41f9-a416-3bd69b76f956,
  abstract     = {In TN 18.057 a nonlinear system with a white noise forcing function was analyzed. In this note we will study a first order linear system 'which has a white noise forcing function and white noise paramneter fluctuations. The results are derived from the Fokker-Planck equation. It is found that the boundaries are always natural which means that no boundary conditions can be applied.},
  author       = {Åström, Karl Johan},
  institution  = {IBM Nordic Laboratory},
  language     = {eng},
  number       = {TN 18.073},
  pages        = {19},
  series       = {IBM Nordiska Laboratorier },
  title        = {Analysis of a first order linear system with a white noise forcing function and white noise parameter fluctuations},
  year         = {1962},
}