DocumentCode
2858888
Title
A white noise approach to linear stochastic systems
Author
Alpay, Daniel ; Levanony, David
Author_Institution
Dept. of Math., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
fYear
2009
fDate
June 29 2009-July 1 2009
Firstpage
1
Lastpage
3
Abstract
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.
Keywords
convolution; linear systems; random processes; stochastic systems; white noise; convolution; input-output relation; linear stochastic system; random process; transfer function; white noise approach; Hilbert space; Kernel; Linear systems; Mathematics; Random variables; Stochastic systems; Transfer functions; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Multidimensional (nD) Systems, 2009. nDS 2009. International Workshop on
Conference_Location
Thessaloniki
Print_ISBN
978-1-4244-2797-0
Electronic_ISBN
978-1-4244-2798-7
Type
conf
DOI
10.1109/NDS.2009.5196092
Filename
5196092
Link To Document