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Incremental Stochastic Sampled-Data Models

  • Juan I. Yuz
  • Graham C. Goodwin
Part of the Communications and Control Engineering book series (CCE)

Abstract

This chapter extends the notion of incremental models (presented in Chap.  4) to the stochastic case. In particular, we discuss the advantages of representing in incremental form the sampled-data models for stochastic systems so as to obtain a well defined limit as the sampling period approaches zero.

Keywords

Power Spectral Density Shift Operator Nyquist Frequency Lyapunov Equation Incremental Form 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Further Reading

The following two books give a complete background to incremental models for stochastic linear systems

  1. Feuer A, Goodwin GC (1996) Sampling in digital signal processing and control. Birkhäuser, Boston Google Scholar
  1. Middleton RH, Goodwin GC (1990) Digital control and estimation. A unified approach. Prentice Hall, Englewood Cliffs Google Scholar

Copyright information

© Springer-Verlag London 2014

Authors and Affiliations

  • Juan I. Yuz
    • 1
  • Graham C. Goodwin
    • 2
  1. 1.Departamento de ElectrónicaUniversidad Técnica Federico Santa MaríaValparaísoChile
  2. 2.School of Electrical Engineering & Computer ScienceUniversity of NewcastleCallaghanAustralia

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