Continuous Time Models

  • Jon H. Davis
Part of the Systems & Control: Foundations & Applications book series (SCFA)

Abstract

In the case of discrete time system models, the stochastic case hardly amounts to more than introducing an extra sample point argument into each of the variables in the problem.

Keywords

Covariance 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Jon H. Davis
    • 1
  1. 1.Department of Mathematics and StatisticsQueen’s UniversityKingstonCanada

Personalised recommendations