Accession Number : AD0705072

Title :   IDENTIFICATION OF THE INPUT DISTRIBUTION MATRIX FOR LINEAR DYNAMIC SYSTEMS OPERATING IN A STOCHASTIC ENVIRONMENT.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Polk,Michael Raymond

Report Date : JUN 1969

Pagination or Media Count : 39

Abstract : An algorithm for the identification of the input distribution matrix of a linear, stationary system operating in a stochastic environment is derived. The identification is accomplished by defining a set of autocorrelation functions for a noise element composed of a linear combination of the input distribution matrix elements and the random excitations of the system. Another possible identification method employing a Kalman filter is discussed and the problems associated with its derivation are presented. Results of computer simulations for both methods are included. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), (*LINEAR SYSTEMS, MATRICES(MATHEMATICS)), STOCHASTIC PROCESSES, TRANSFER FUNCTIONS, IDENTIFICATION, SIMULATION, STATISTICAL ANALYSIS, ALGORITHMS, THESES

Subject Categories : Statistics and Probability
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE