The Green function method in the problem of random signal transformation by a linear dynamic system. (Russian. English summary) Zbl 1529.94014
Summary: A dynamic system is considered, which is described by a high order linear differential equation with constant coefficients. The Green’s function method established the relationship between the numerical characteristics of a random signal at the input and output of a dynamic system, namely between mathematical expectations and between correlation functions. In contrast to the known results, the stationarity of the input and output random signals is not assumed.
MSC:
| 94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
Keywords:
continuous random processes; mathematical expectations; correlation functions; dynamical systems with random functionsReferences:
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