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The Laplace Image of Random Processes and Nonparametric Identification of Continuous Systems

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Abstract

The Laplace image of stationary random normal processes is studied. The covariance function of the Laplace image of white noise is converted by a linear shaping filter into the covariance function of the Laplace image of the filter output process. The relationship between the covariance function of the Laplace image of a random process and the autocovariance function and spectral density is determined. The covariance function of the Laplace image of measurement errors of a transition process in a stationary linear system is applied in optimal nonparametric identification of the transfer function.

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  1. Zhukovskii Military Aviation Engineering Academy, Moscow, Russia

    B. O. Kachanov

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  1. B. O. Kachanov
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Kachanov, B.O. The Laplace Image of Random Processes and Nonparametric Identification of Continuous Systems. Automation and Remote Control 65, 65–71 (2004). https://doi.org/10.1023/B:AURC.0000011691.27780.bc

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  • DOI: https://doi.org/10.1023/B:AURC.0000011691.27780.bc

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