Linear State space theory in the white noise space setting

D. Alpay; D. Levanony; A. Pinhas

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arXiv · 0911.2574

Linear State space theory in the white noise space setting

D. Alpay·D. Levanony·A. Pinhas

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Abstract

We study state space equations within the white noise space setting. A commutative ring of power series in a countable number of variables plays an important role. Transfer functions are rational functions with coefficients in this commutative ring, and are characterized in a number of ways. A major feature in our approach is the observation that key characteristics of a linear, time invariant, stochastic system are determined by the corresponding characteristics associated with the deterministic part of the system, namely its average behavior.

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D. Alpay, D. Levanony, A. Pinhas. 2009-11-13. Linear State space theory in the white noise space setting. https://arxiv.org/abs/0911.2574

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