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
关键词
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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.
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页码:31 / +
页数:2
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