Hermite Functional Expansions and the Calculation of Output Autocorrelation and Spectrum for any Time-invariant Non-linear System with Noise Input†
- 1 January 1964
- journal article
- control section
- Published by Taylor & Francis in Journal of Electronics and Control
- Vol. 16 (1) , 107-113
- https://doi.org/10.1080/00207216408937627
Abstract
By expansion of the input-output relation of an arbitrary non-linear system into a series of Hermite functionals, it is shown that if the input is Gaussian noise, it is possible to derive convenient theoretical expressions for the output autocorrelation function and spectrum.Keywords
This publication has 2 references indexed in Scilit:
- Determination of the Spectrum of the Flow of Brownian MotionProceedings of the National Academy of Sciences, 1950
- Note on N‐dimensional hermite polynomialsCommunications on Pure and Applied Mathematics, 1949