Frequency-domain approach to the regulation of linear stochastic systems

Authors:
H. Tong
Affiliations:
Department of Mathematics, University of Manchester Institute of Science and Technology, Manchester M60 1QD, England
Venue:
Automatica (Journal of IFAC)
Year:
1974

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Abstract

This paper presents a unification of methodology in the frequency-domain approach to the regulation of linear stochastic time-invariant systems, in which the stochastic processes involved are not necessarily second-order stationary. Various well-known techniques which are currently of interest to statisticians are shown to be special cases. By employing the powerful technique of evolutionary spectral analysis to update the ''old'' frequency-domain approach, this paper demonstrates that a workable frequency-domain approach can prove to be a reasonable alternative to the time-domain approach.