Linear stochastic systems: a white noise approach
Probability
2008-11-27 v1 Complex Variables
Abstract
Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We prove BIBO type stability theorems for these systems, both in the discrete and continuous time cases. We also consider the case of dissipative systems for both discrete and continuous time systems. We further study - stability in the discrete time case, and - stability in the continuous time case.
Cite
@article{arxiv.0811.4321,
title = {Linear stochastic systems: a white noise approach},
author = {Daniel Alpay and David Levanony},
journal= {arXiv preprint arXiv:0811.4321},
year = {2008}
}