The Laplace Image of Random Processes and Nonparametric Identification of Continuous Systems |
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Authors: | B O Kachanov |
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Affiliation: | (1) Zhukovskii Military Aviation Engineering Academy, Moscow, Russia |
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Abstract: | The Laplace image of stationary random normal processes is studied. The covariance function of the Laplace image of white noise is converted by a linear shaping filter into the covariance function of the Laplace image of the filter output process. The relationship between the covariance function of the Laplace image of a random process and the autocovariance function and spectral density is determined. The covariance function of the Laplace image of measurement errors of a transition process in a stationary linear system is applied in optimal nonparametric identification of the transfer function. |
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