DocumentCode
2411360
Title
Generation of Gaussian processes and linear chaos
Author
Picci, Giorgio ; Taylor, Thomas J.
Author_Institution
Dip. di Elettron. e Inf., LADSEB-CNR, Padova, Italy
fYear
1992
fDate
1992
Firstpage
2125
Abstract
Any stationary Gaussian process with a rational spectral density can be represented as the output of a linear infinite-dimensional Hamiltonian system in thermal equilibrium. The Hamiltonian system must have a continuous spectrum of the Lebesgue type. The authors show that on an extended phase space supporting invariant probability measures for the system, the Hamiltonian flow is hypercyclic, i.e., there is a vector generating a dense orbit. This is a well-known topological condition for chaos. In fact, the Hamiltonian flow is chaotic according to many standard definitions of the term
Keywords
chaos; linear systems; multidimensional systems; topology; Hamiltonian flow; continuous Lebesgue spectrum; extended phase space; hypercyclic; invariant probability measures; linear chaos; linear infinite-dimensional Hamiltonian system; rational spectral density; stationary Gaussian process; thermal equilibrium; topological condition; Chaos; Ear; Extraterrestrial measurements; Fluid flow measurement; Gaussian processes; Hilbert space; Linear systems; Mathematics; Phase measurement; Stochastic systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371423
Filename
371423
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