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Jesteś gościem nr:
531528
   

Szczegóły artykułu:

Wydawnictwo: Computer Applications in Electrical Engineering

Numer: 10/2012 Str: 50


Autorzy: Seweryn Mazurkiewicz, Janusz Walczak


Tytuł: Response of linear system to alfa-stable Levy input


Streszczenie: This article suggests the method of analysis stochastic processes in deterministic linear SISO system of first order. Using the definition of α-stable random variable, the definition of α-stable Levy process has been introduced and presented their properties. Transformation of α-stable white noise process in the system has been investigated as well. Obtained results has been illustrated by an example.


Słowa kluczowe: stochastic process, SISO system


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