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Response of linear system to α-stable Levy input

Walczak J., Mazurkiewicz S.

Computer Applications in Electrical Engineering

2012

Vol. 10

50--60

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.