ASD Technical Report, Numéro 62,Partie 470

applied average number ca(t compatible crosscorrelation desired output deterministic inputs EMSW ensemble average equation equivalent to minimizing ergodic hypothesis Error Exceedances evaluated expressed flight control systems frequency G(jw Gaussian processes Gaussian signal given Glover's criterion H₁ input environment integral K₁ Lagrange multipliers linear constant-coefficient systems linear system loss function mean square error minimum mean square MWSE non-Gaussian nonstationary optimum linear system optimum system parameters performance criteria Phillips Phillips-type optimization physically realizable polynomial power spectrum probabilistic square error probability density function procedure random input performance realizable system rt(t Second-Order Unit Numerator shown signal and noise specified spectra square error criterion Stationary Gaussian stationary inputs stationary random inputs stationary random signal statistically independent step response system order systems with random transient analog Unit Numerator System validity weighting function Wiener system yields Zaborszky and Diesel zero noise