Spectral Analysis of Stochastically Sampled Dynamic Systems.

Autor: Banning, Reinder, de Koning, Willem L.
Zdroj: Mathematics of Control, Signals & Systems; Mar2001, Vol. 14 Issue 1, p86-107, 22p
Abstrakt: In this paper a spectral analysis methodology is introduced for stochastically sampled linear, dynamic, and stochastic continuous-time systems. This particular problem is considered for the purpose of investigating the spectral analysis issues associated with turbulent velocity measurements. The properties of the equivalent linear discrete-time system allow for the determination of the covariance between observations as a function of the number of in-between measurements. Subsequently, this autocovariance function is analyzed in the frequency domain. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index