• 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