Title :
Discrete time equivalents of linear systems driven by white noise
Author :
Martins, N. ; Rosa, A.C.
Author_Institution :
Dept. of Syst. & Inf., Polytech. Inst. of Setubal, Setubal, Portugal
Abstract :
Discrete-time equivalencies of linear systems driven by white noise, present technical difficulties which prevent the direct application of the usual methods originally developed for deterministic signals. An approach based on the modification of those methods, for use in presence of white noise, is presented. For the modified zero order hold (ZOH) method, an upper bound for the equivalence error variance is devised.
Keywords :
signal processing; white noise; ZOH method; deterministic signal; discrete time equivalent; equivalence error variance; linear system; modified zero order hold method; white noise; Approximation methods; Reactive power; Upper bound;
Conference_Titel :
Signal Processing Conference (EUSIPCO 1998), 9th European
Conference_Location :
Rhodes
Print_ISBN :
978-960-7620-06-4