A white noise approach to linear stochastic systems

被引：0

作者：

Alpay, Daniel ^{[1
]}

Levanony, David ^{[2
]}

机构：

[1] Ben Gurion Univ Negev, Dept Math, POB 653, IL-84105 Beer Sheva, Israel

[2] Ben Gurion Univ Negev, Dept Elect Engn, IL-84105 Beer Sheva, Israel

来源：

NDS: 2009 INTERNATIONAL WORKSHOP ON MULTIDIMENSIONAL (ND) SYSTEMS | 2009年

关键词：

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

We present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We use the white noise setting, and the systems input-output relation is given in terms of two convolutions. The Hermite transform allows to describe the results in terms of functions analytic in a countable number of variables.

引用

页码：31 / +

页数：2

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