A white noise approach to linear stochastic systems Conference Paper uri icon

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.

publication date

  • January 1, 2009