A white noise approach to linear stochastic systems

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 func...

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Bibliographic Details
Main Authors: Alpay, D., Levanony, D.
Format: Conference Proceeding
Language:English
Subjects:
Hilbert space
Kernel
Linear systems
Mathematics
Random variables
Stochastic systems
Transfer functions
White noise
Online Access:Request full text
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Summary: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.
DOI:10.1109/NDS.2009.5196092