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: | Pachter M., Briggs M.M. |
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.