Sampled-Data Models for Linear Stochastic Systems
Part of the Communications and Control Engineering book series (CCE)
In this chapter we review sampling issues for stochastic signals. These ideas are used to formulate models for stochastic linear systems. The impact of the antialiasing filter used prior to sampling is also discussed.
Further information on continuous-time and sampled-data models for linear stochastic systems can be found in
© Springer-Verlag London 2014