On the representation of nonlinear systems with gaussian inputst†
作者:
Steel T. Huang,
Stamatis Cambanis,
期刊:
Stochastics
(Taylor Available online 1979)
卷期:
Volume 2,
issue 1-4
页码: 173-189
ISSN:0090-9491
年代: 1979
DOI:10.1080/17442507908833124
出版商: Gordon and Breach Science Publishers, Ltd
数据来源: Taylor
摘要:
An arbitrary nonlinear system with input a Gaussian process, which is such that its output process has finite second moments, admits two kinds of representations: the first in terms of a sequence of deterministic kernels and the second in terms of a single stochastic kernel. We consider here the identification of the sequence of deterministic kernels from the input and output processes, the representation of the system output when its input is a sample function of the Gaussian process or another equivalent Gaussian process, and the relationship of the sequence of kernels mentioned above to the Volterra expansion kernels when the system has a Volterra representation.
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