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Can I read Linear systems with fractional Brownian motion and Gaussian noise on EtoBox?
Linear systems with fractional Brownian motion and Gaussian noise by Mircea Grigoriu is a Engineering article available to read on EtoBox.
What is Linear systems with fractional Brownian motion and Gaussian noise about?
Methods are presented for calculating the evolution in time of the second moment properties of the output of linear systems subjected to fractional Brownian motion and fractional Gaussian noise, defined as the formal derivative of fractional Brownian motion. The study also examines whether the output of linear systems to fractional Brownian motion and fractional Gaussian noise exhibits long range dependence. Numerical examples are presented to illustrate the calculation of output statistics for some linear systems with fractional Brownian motion and fractional Gaussian noise input, and show that output of linear systems to these input processes may not have long memory.
Who reads Linear systems with fractional Brownian motion and Gaussian noise?
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Mircea Grigoriu
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0266-8920)
- Published
- 2007
- Language
- EN
- Field
- Engineering (Physical Sciences)