Simulation of white noise in dynamical systems

Simulation of white noise in dynamical systems

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Article ID: iaor1992364
Country: United States
Volume: 56
Issue: 1
Start Page Number: 19
End Page Number: 25
Publication Date: Jan 1991
Journal: ACM SIGPLAN Notices
Authors: ,
Abstract:

The authors address the problem of how to properly handle the application of white Gaussian process noise to a digital simulation of a continuous-time linear dynamical system, given the standard device of a Gaussian random numbers generator.

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