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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.
Please use this url to cite or link to this publication:
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}},
  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}},
}