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
Link To Document