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
fDate :
June 29 2009-July 1 2009
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;
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
DOI :
10.1109/NDS.2009.5196092
