Response of linear system to α-stable Levy input

• Autorzy: Walczak J. , Mazurkiewicz S.
• Konferencja: Computer Applications in Electrical Engineering 2012 (23-24.04.2012; Poznań, Polska)
• Języki publikacji: EN

Abstrakty

EN

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

EN

random variable; Lévy process; linear systems; SISO system

• Wydawca: Wydawnictwo Politechniki Poznańskiej
• Czasopismo: Computer Applications in Electrical Engineering
• Rocznik: 2012
• Tom: Vol. 10
• Strony: 50--60
• Opis fizyczny: Bibliogr. 14 poz., rys.

Twórcy

autor

Walczak J.

• Silesian University of Technology 44-100 Gliwice, ul. Akademicka 10

autor

Mazurkiewicz S.

• Silesian University of Technology 44-100 Gliwice, ul. Akademicka 10

Bibliografia

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