Accession Number : AD0701849

Title :   ON STOCHASTIC PERTURBATION THEORY FOR LINEAR SYSTEMS,

Corporate Author : SASKATCHEWAN UNIV SASKATOON DIV OF CONTROL ENGINEERING

Personal Author(s) : Nikiforuk,Peter N. ; Gupta,Madan M.

Report Date : 1969

Pagination or Media Count : 3

Abstract : The paper is concerned with the dynamic response of a general class of linear systems the parameters of which undergo step perturbations. The maximum size of these perturbations are limited by the stability bounds of the perturbed system. It is indicated that a quasi-linear mathematical model of the perturbation process may be obtained for small perturbations. The model describes the dynamics of the parameter-perturbation-transmission path from the perturbations in the parameters to the dynamic response in the system convariance matrix. The theory is developed for continuous linear systems, but may be analogously extended to discrete cases. (Author)

Descriptors :   (*CONTROL SYSTEMS, PERTURBATION THEORY), MATHEMATICAL MODELS, STOCHASTIC PROCESSES, LINEAR SYSTEMS, DIFFERENTIAL EQUATIONS, CANADA

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE