Time-delay linear systems with Gaussian white noise input

M. Grigoriu; T. T. Soong; A. Reinhorn

Time-delay linear systems with Gaussian white noise input

M. Grigoriu
, T. T. Soong
, A. Reinhorn

Department of Civil, Structural & Environmental Engineering

Cornell University

Research output: Contribution to conference › Paper › peer-review

Abstract

A method is developed for finding optimal control forces for linear dynamic systems with time delay subjected to Gaussian white noise. The method is based on mean and covariance equations for linear stochastic differential equations with time delay. A half and a simple oscillator with white noise are used to illustrate the proposed method.

Original language	English
Pages	422-425
Number of pages	4
State	Published - 1996
Event	Proceedings of the 1996 7th Specialty Conference on Probabilistic Mechanics and Structural Reliability - Worcester, MA, USA Duration: Aug 7 1996 → Aug 9 1996

Conference

Conference	Proceedings of the 1996 7th Specialty Conference on Probabilistic Mechanics and Structural Reliability
City	Worcester, MA, USA
Period	08/7/96 → 08/9/96

Cite this

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title = "Time-delay linear systems with Gaussian white noise input",

abstract = "A method is developed for finding optimal control forces for linear dynamic systems with time delay subjected to Gaussian white noise. The method is based on mean and covariance equations for linear stochastic differential equations with time delay. A half and a simple oscillator with white noise are used to illustrate the proposed method.",

author = "M. Grigoriu and Soong, \{T. T.\} and A. Reinhorn",

year = "1996",

language = "English",

pages = "422--425",

note = "Proceedings of the 1996 7th Specialty Conference on Probabilistic Mechanics and Structural Reliability ; Conference date: 07-08-1996 Through 09-08-1996",

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TY - CONF

T1 - Time-delay linear systems with Gaussian white noise input

AU - Grigoriu, M.

AU - Soong, T. T.

AU - Reinhorn, A.

PY - 1996

Y1 - 1996

N2 - A method is developed for finding optimal control forces for linear dynamic systems with time delay subjected to Gaussian white noise. The method is based on mean and covariance equations for linear stochastic differential equations with time delay. A half and a simple oscillator with white noise are used to illustrate the proposed method.

AB - A method is developed for finding optimal control forces for linear dynamic systems with time delay subjected to Gaussian white noise. The method is based on mean and covariance equations for linear stochastic differential equations with time delay. A half and a simple oscillator with white noise are used to illustrate the proposed method.

UR - https://www.scopus.com/pages/publications/0029717310

M3 - Paper

AN - SCOPUS:0029717310

SP - 422

EP - 425

T2 - Proceedings of the 1996 7th Specialty Conference on Probabilistic Mechanics and Structural Reliability

Y2 - 7 August 1996 through 9 August 1996

ER -

Time-delay linear systems with Gaussian white noise input

Abstract

Conference

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