Part of the International Centre for Mechanical Sciences book series (CISM, volume 95)
Considered are systems characterized by ordinary differential equations of the form
, where D = d/dt, or by systems of differential equations of above form. Exact solultions are very rare, even if only the simplest statistical properties are required. Classes of problems where exact solutions can be given are discussed in the following section. Approximation methods are illuminated in Ch. 4.
KeywordsProbability Density Function Covariance Function Gaussian Process Differential System Input Process
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© Springer-Verlag Wien 1971