Estimates of the Statistics of Randomly Varying Parameters of Linear Systems
George A. Bekey, S. M. Brainin · NASA Technical Reports Server (NASA) · 1966
i o n of l i n e a r dynamic systems w i t h random parameters.i s developed f o r e s t i m a t i n g t h e s t a t i s t i c s of randomly varying parameters i n systems whose d i f f e r e n t i a l equation i s known a p r i o r i .The r e s u l t i n g mathematical model then a p p l i e s t o a family of s i m i l a r systems r a t h e r than t o an i n d i v i d u a l .A technique, based on t h e Fokker-Planck equation, The Fokker-Planck equation i s applied t o a f i r s t order l i n e a r system w i t h a random (Gaussian) parameter. of t h e system output a r e generated and used t o e s t i m a t e the f i r s t and second moments of t h e random parameters.The i d e n t i f i c a t i o n procedure i s based on r e g r e s s i o n techniques.