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1 2015

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Cyclic linear random process as a mathematical model of cyclic signals

Lupenko S., Lutsyk N., Lapusta Y.

Acta Mechanica et Automatica

2015

Vol. 9, no. 4

219--224

In this study the cyclic linear random process is defined, that combines the properties of linear random process and cyclic random process. This expands the possibility describing cyclic signals and processes within the framework of linear random processes theory and generalizes their known mathematical model as a linear periodic random process. The conditions for the kernel are given and the probabilistic characteristics of generated process of linear random process in order to be a cyclic random process. The advantages of the cyclic linear random process are presented. It can be used as the mathematical model of the cyclic stochastic signals and processes in various fields of science and technology.