TY - GEN
T1 - A white noise approach to linear stochastic systems
AU - Alpay, Daniel
AU - Levanony, David
PY - 2009/11/18
Y1 - 2009/11/18
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=70449437186&partnerID=8YFLogxK
U2 - 10.1109/NDS.2009.5196092
DO - 10.1109/NDS.2009.5196092
M3 - Conference contribution
AN - SCOPUS:70449437186
SN - 9781424427987
T3 - 2009 International Workshop on Multidimensional (nD) Systems, nDS 2009
BT - 2009 International Workshop on Multidimensional (nD) Systems, nDS 2009
T2 - 2009 International Workshop on Multidimensional (nD) Systems, nDS 2009
Y2 - 29 June 2009 through 1 July 2009
ER -