Modern Methods of Covariance Analysis and Applications to the Estimation Theory

  • Walter Wedig
Part of the International Centre for Mechanical Sciences book series (CISM, volume 272)


The classical spectral method of the stochastic analysis is connected with transfer functions and power spectra describing the excitation and response processes of dynamic systems in the frequency domain. Naturally, such a description is most adequate to vibrating systems. However, it possesses the significant disadvantages that it is restricted to stationary processes and to linear time-invariant systems.


White Noise Stochastic Differential Equation Wiener Process Modern Method Covariance Analysis 
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Copyright information

© Springer-Verlag Wien 1982

Authors and Affiliations

  • Walter Wedig
    • 1
  1. 1.University of KarlsruheDeutschland

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