Title :
Operational calculus of random functions and their statistics
Author_Institution :
University of Sydney, Department of Mechanical Engineering, Sydney, Australia
fDate :
6/1/1967 12:00:00 AM
Abstract :
By regarding random functions as matrixes with discrete columns and an infinity of rows, an operational calculus of random functions and their statistics can be developed. This calculus is applicable either to time-invariant or time-varying linear systems, and it greatly simplifies the derivation of relationships between either the functions themselves or their statistics.
Keywords :
filtering and prediction theory; mathematics;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19670207
