A generalization of a method for the solution of the integral equation arising in optimization of time-varying linear systems with nonstationary inputs

@article{Shinbrot1957AGO,
  title={A generalization of a method for the solution of the integral equation arising in optimization of time-varying linear systems with nonstationary inputs},
  author={Marvin Shinbrot},
  journal={IRE Trans. Information Theory},
  year={1957},
  volume={3},
  pages={220-224}
}
A MAJOR limitation of Wiener’s [I] important theory of system optimization is the restriction to stationary inputs. Since in many practical problems-those of optimization of missile guidance systems, for example-the inputs are decidely not stationary: it would be beneficial if a general theory were developed which did not make this assumption. The first step in this direction was taken by Booton 121 who derived an integral equation which a system with nonstationary inputs must satisfy if it is… CONTINUE READING