Abstract
This paper considers the problem of determining the statistical characteristics of the response of internally stable finite-dimensional continuous-time periodic (FDLCP) systems to stationary stochastic input signals. Closed formulae for calculating the variance matrix of the state and the output vectors are derived, as well as for the mean variance of the output and the 2-norm of the systems, where only matrices of finite dimension are used. The method bases on application of the parametric transfer matrix (PTM) and needs a precalculation of the transition matrix of the system on the interval 0≤ t ≤ T, where T is the period of the system.
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