The transition probability density function of the low-pass filtered random telegraph signal†
作者:
R. F. PAWULA,
期刊:
International Journal of Control
(Taylor Available online 1970)
卷期:
Volume 12,
issue 1
页码: 25-32
ISSN:0020-7179
年代: 1970
DOI:10.1080/00207177008931818
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The transition probability density functionp(y/y0)of the outputy(t)of an RC filter driven by the random telegraph signal is derived. The results extend the previous work of Wonham (1959) who treated the special caseyo= 0. An alternate method of solution to Wonham's procedure is given whereby the transition density is obtained from the solution of a set of Fokker-Planck-Kolmogorov equations.
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