• DocumentCode
    872634
  • Title

    Operational calculus of random functions and their statistics

  • Author

    Nelson, H.M.

  • Author_Institution
    University of Sydney, Department of Mechanical Engineering, Sydney, Australia
  • Volume
    3
  • Issue
    6
  • fYear
    1967
  • fDate
    6/1/1967 12:00:00 AM
  • Firstpage
    267
  • Lastpage
    268
  • 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;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19670207
  • Filename
    4207262