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Short Notes
The Green function method in the problem of random signal transformation by a linear dynamic system
V. L. Khatskevich, O. A. Makhinova Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin, Voronezh,
Russian Federation
Abstract:
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.
Keywords:
continuous random processes, mathematical expectations, correlation functions, dynamical systems with random functions.
Received: 18.05.2022
Citation:
V. L. Khatskevich, O. A. Makhinova, “The Green function method in the problem of random signal transformation by a linear dynamic system”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:1 (2023), 116–122
Linking options:
https://www.mathnet.ru/eng/vyuru678 https://www.mathnet.ru/eng/vyuru/v16/i1/p116
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