Resumen
A new set of kinetic equations for non-Markovian processes is applied to the statistical description of linear dynamic systems. The expressions for multidimensional kinetic coefficients are presented. As a particular case, the binary Markovian input noise is considered. The problem of the output probability density function definition is solved for a first-order linear dynamic system. Then, the second-order linear filters are investigated. Two-dimensional kinetic equation solutions for the output probability density functions are obtained by a numerical method in the steady-state case.
Idioma original | Inglés |
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Páginas (desde-hasta) | 167-180 |
Número de páginas | 14 |
Publicación | Signal Processing |
Volumen | 76 |
N.º | 2 |
DOI | |
Estado | Publicada - jul. 1999 |
Publicado de forma externa | Sí |