Linear Systems with Stochastic Coefficients. III†

Abstract

The paper is an extension of two previous papers (Ariaratnam and Graefe 1965 a, b ARIARATNAM , S. T. , and GRAEFE , P. W. U. , 1965 a , Int. J. Contr. , 1 , 239 ; 1965 b, Ibid., 2, 161 . [Taylor & Francis Online], [Web of Science ®] [Google Scholar] ) and presents a method of finding correlation functions and spectral densities of the response of systems governed by n state equations whose coefficients are subjected to Gaussian white noise variations. The method is illustrated by an example of a chemical process characterized by two state equations.